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

About

A tactical bond timer that flips between 3x long (TMF) and 3x short (TMV) long‑dated Treasuries using trend/RSI checks, parks in SHV/BND/TLT when unclear, and occasionally trades VXX or TECL. Very aggressive due to leveraged ETFs and VXX.
NutHow it works
It tries to read the trend in long‑term US Treasuries and pick a side. - If bonds are rising: buy TMF (3x long). If falling: buy TMV (3x short). Trend = moving averages; extremes = RSI (a short‑term speedometer from 0–100). - When signals conflict, it parks in SHV/BND or uses TLT. - If stocks look very overheated short‑term, it briefly buys VXX (vol spike bet). If tech is deeply oversold, it may buy TECL for a bounce.
CheckmarkValue prop
Out-of-sample annualized return: 22.70% vs S&P 21.86%; Calmar 0.86 signals solid risk-adjusted upside. Leveraged Treasuries with hedges aim for bigger upside than the S&P while buffering risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.660.580.080.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
Bonds | Interstellar 0 Beta | VXX edition | extra paste edition | shared
22,247.22%94.95%-5.07%-5.04%1.82
Initial Investment
$10,000.00
Final Value
$2,234,721.87
Regulatory Fees
$9,065.38
Total Slippage
$58,397.02
Invest in this strategy
OOS Start Date
May 2, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Bond timing, trend/momentum, leveraged etfs, volatility hedge, tactical allocation
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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.

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 20.17%. 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, and options.