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

About

A daily, bond‑guided tactical strategy: if bonds look stronger than “short stock” pressure (via RSI), it leans into stocks—often tech; otherwise it hides in staples, cash‑like T‑bills, or shorts the S&P 500. A 200‑day trend filter refines entries.
NutHow it works
Each day it checks whether bond ETFs (BND, IEI, TLT) look stronger than “short the market” ETFs (SH, PSQ) using RSI, a 0–100 score of recent buying vs. selling. If bonds win, it goes risk‑on into stocks—often tech (XLK) or broad market (SPY/QQQ), favoring stocks when the S&P 500 is above its 200‑day average. If not, it goes defensive: staples (XLP), cash‑like T‑bills (SHV), or even shorts the S&P 500 (SH).
CheckmarkValue prop
Out-of-sample, this bond-guided strategy shows a near-1 Sharpe (0.99), Calmar 0.96, max drawdown ~17.85%, and ~17.1% annualized return with beta ~0.83—offering steadier risk and downside protection vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.490.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
530.44%10.27%-1.77%0.2%0.59
Bonds! Bonds! Bonds!
6,939.41%25.35%-1.54%-2.31%1.45
Initial Investment
$10,000.00
Final Value
$703,941.17
Regulatory Fees
$2,085.78
Total Slippage
$13,395.68
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum (rsi),trend following,sector rotation,defensive overlay,long/short equities,daily rebalance
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 13.96%. 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.