Skip to Content
Symphonies
Bond Sort
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based rotation that flips between leveraged tech/S&P, long/short Treasuries, cash‑like T‑Bills, and VIX hedges. Follows trend, buys dips, cuts risk when overheated, and favors recent winners sized by risk.
NutHow it works
It’s an autopilot that blends several mini‑strategies. Each day it: 1) checks trend (S&P vs 200‑day line) to pick offense (TQQQ, UPRO/SPXL) or defense (TMF/TMV or cash BIL/SHV); 2) uses RSI—a simple hot/cold meter—to take profit when hot (add VIX “fear” funds UVXY/VIXY) and buy dips when cold; 3) compares bond vs stock strength (TLT/IEF vs SPY/QQQ) and rotates. It gives larger weights to lower‑vol pieces.
CheckmarkValue prop
Out-of-sample, this strategy targets ~45% annualized return with Sharpe ~1.45 and Calmar ~1.39, surpassing the S&P’s ~22% return and Sharpe ~1.20 (though drawdowns can be larger in stress).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.80.220.020.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
188.07%14.88%1.36%5.73%0.81
Bond Sort
39,803.17%119.29%6.5%29.2%2.75
Initial Investment
$10,000.00
Final Value
$3,990,316.67
Regulatory Fees
$14,241.85
Total Slippage
$90,374.14
Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, risk management, leveraged etfs, bonds vs stocks, volatility hedging
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Bond Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bond Sort" is currently allocated toSOXL, SVXY, TECL, BTAL, TQQQ, SHV, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bond Sort" has returned 45.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bond Sort" is 32.57%. 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 "Bond Sort", 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, crypto, and options.