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Symphonies
Bonds | Interstellar 0 Beta | VXX edition | extra paste edition | shared
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules-driven bond strategy that flips among 3x long or 3x inverse long-term Treasuries, cash-like T‑bills, or broad bonds, with occasional VXX (volatility) or TECL (tech) trades when the stock market looks extreme. Uses RSI and trend filters.
NutHow it works
It’s a rule-based bond strategy. If stocks look extremely hot, it briefly buys VXX (a “fear” product). Otherwise it uses simple “heat” and trend checks to pick one holding: 3x long Treasuries (TMF), 3x inverse Treasuries (TMV), cash-like T‑bills (SHV), or broad bonds (BND). It may take a short tech bounce (TECL) when tech looks washed out. Uses 3x funds and VXX, which are very volatile.
CheckmarkValue prop
Out-of-sample: 27.6% annualized return vs 22.5% for the S&P, Calmar ~1.04, and OOS Sharpe ~0.74. Higher upside with disciplined risk controls; note drawdowns can be larger (~26.5% vs ~18.8% in the S&P).

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Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical bonds, momentum/trend, leveraged etfs, volatility overlay, market timing, u.s. treasuries
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.

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

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

Year-to-date, the symphony has returned 27.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.54%. 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, crypto, and options.