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Bonds B1 (38,41,1999)
Today’s Change

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

About

A daily “buy the dip” rotation among six bond funds. It picks the one with the weakest recent price (lowest RSI) across mortgage, municipal, and corporate bond funds, holds it for a day, then rechecks.
NutHow it works
Each day the strategy looks at 6 bond funds traded on the stock market: BKT (mortgage bonds), NAN/MMU/PMM/EVN (municipal bonds; NAN is NY-only), and VBF (investment‑grade corporates). It scores recent price moves with a 0–100 “RSI” gauge (low = recently fell). It buys only the one with the lowest score (the most “oversold”) and holds it until the next day, then repeats. Expect frequent trading.
CheckmarkValue prop
Out-of-sample edge: Sharpe 3.82 vs 2.90, Calmar ~17, annualized return ~28.5% (vs 28.4% S&P), and negative beta. Daily bond-CEF rotation offers higher risk-adjusted gains and diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.320.160.040.2
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
727.94%8.3%1.16%2.74%0.51
510,546.19%37.98%2.5%5.99%2.15
Initial Investment
$10,000.00
Final Value
$51,064,619.39
Regulatory Fees
$531,436.09
Total Slippage
$3,710,957.22
Invest in this strategy
OOS Start Date
Dec 13, 2025
Trading Setting
Daily
Type
Stocks
Category
Bonds, closed-end funds, municipals, mortgage-backed, investment-grade corporates, mean reversion (rsi), daily rebalance
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BKT
BlackRock Income Trust Inc.
Stocks
EVN
Eaton Vance Municipal Income Trust
Stocks
MMU
Western Asset Managed Municipals Fund, Inc
Stocks
NAN
Nuveen New York Quality Municipal Income Fund
Stocks
PMM
Putnam Managed Municipal Income
Stocks
VBF
INVESCO BOND FUND
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.

"Bonds B1 (38,41,1999)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bonds B1 (38,41,1999)" is currently allocated toNAN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bonds B1 (38,41,1999)" has returned 23.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bonds B1 (38,41,1999)" is 1.68%. 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 "Bonds B1 (38,41,1999)", 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.