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Symphonies
Bond Movement vs Stock Movement (Framework)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based switch between US stocks and Treasuries. Follows trends (using price averages), favors the recent winner, buys small tech “oversold” bounces, and can short long Treasuries when they’re weak. Defaults to short-term bonds when unclear; uses leveraged/inverse ETFs sparingly.
NutHow it works
First, if tech has dropped hard (10‑day RSI, a short‑term “oversold” gauge, on a Nasdaq fund is very low), it buys a small tech rebound (TECL) and parks the rest in short‑term bonds (BSV). Otherwise it switches between stocks and Treasuries by trend: checks long‑term bond trend (350 vs 450‑day averages—avg price over X days), who led over ~3 months, and short‑term heat. In slumps it may short Treasuries (TBF) or sit in BSV.
CheckmarkValue prop
Dynamic regime-switching between stocks and Treasuries offers lower out-of-sample risk and drawdown (about 10% vs 18.8%), solid Calmar (~1.77), and resilience in downturns, while still capturing tech rebounds—defensive edge vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.580.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
492.72%14.27%-0.15%0.4%0.88
Bond Movement vs Stock Movement (Framework)
2,646.86%28.2%2.68%3.17%1.57
Initial Investment
$10,000.00
Final Value
$274,686.45
Regulatory Fees
$1,124.63
Total Slippage
$7,395.54
Invest in this strategy
OOS Start Date
Dec 10, 2022
Trading Setting
Threshold 3%
Type
Stocks
Category
Regime switching, stocks vs bonds, trend & momentum, rsi oversold bounces, defensive rotation, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPHD
Invesco S&P 500 High Dividend Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toIEFandQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.21%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in the symphony, simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.