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Symphonies
Broad Market 3 Liner (Monthly Trading) | BIL instead of SHY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Monthly, hold one of QQQ, TLT, or BIL. Own QQQ when it’s in an uptrend; if not, own TLT when bonds look healthy; otherwise sit in BIL (cash-like T-bills). Goal: ride big tech rallies and step aside when both stocks and bonds look weak.
NutHow it works
Once a month the strategy picks 1 ETF: 1) If QQQ’s 21‑day average price is above its 210‑day average (an uptrend), buy QQQ (big tech stocks). 2) Otherwise, look at TLT’s RSI (a 0–100 gauge of recent gains vs losses). If RSI ≥ 50 (neutral/strong), buy TLT (long‑term US bonds). 3) If RSI < 50 (weak), hold BIL (3‑month T‑bills, cash‑like). BIL is used instead of SHY to reduce interest‑rate risk.
CheckmarkValue prop
Out-of-sample return: 21.51% vs S&P 20.49%, with lower drawdown (17.54% vs 18.76%) and higher Calmar (1.23). Beta ~0.78 means less market risk. The monthly regime approach seeks tech rallies while trimming downside.

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Invest in this strategy
OOS Start Date
Dec 1, 2022
Trading Setting
Monthly
Type
Stocks
Category
Trend-following, tactical asset allocation, momentum, risk-on/risk-off, monthly, etfs, qqq, tlt, bil
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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.54%. 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.