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

About

A daily, bond-first tactical strategy that rotates among bond ETFs, cash/hedges, and a few equity/sector proxies using trend (price vs 200-day MA) and momentum (RSI) signals to decide where to invest.
NutHow it works
A daily, rule-based tilt among bonds, cash/hedges, and select equities. It checks if SPY is in an uptrend (price above its 200-day average). If so, it compares momentum signals (RSI) for bond proxies (BND, IEI) versus hedge/short positions (SH, SHV, PSQ). Depending on which side looks stronger, it selects an asset like BND or a defensive/sector mix (XLK or XLP) or stays in cash hedges. A separate “Bond Baller” module uses RSI comparisons between QQQ and TLT (plus hedges) to further refine exposures. The daily rebalance re-allocates 100% of capital to the selected path.
CheckmarkValue prop
Out-of-sample, this daily bond-first strategy uses trend and momentum to tilt among bonds, hedges, and select equities. It lowers drawdown versus the S&P and delivers solid risk-adjusted returns (Calmar ~0.96, Sharpe ~0.99) with ~17% annualized return.

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Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Bond-focused tactical asset allocation, momentum, sector hedges
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLK
State Street Technology Select Sector SPDR ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR ETF
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! Bonds! Bonds!" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bonds! Bonds! Bonds!" is currently allocated toSH, SHVandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bonds! Bonds! Bonds!" has returned 14.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bonds! Bonds! Bonds!" is 17.85%. 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! Bonds! Bonds!", 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.