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Symphonies
Commander BND Nest | 4 Trade Days / Year | Garen Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Quarterly regime switch using bonds vs T‑bills. Risk‑on buys 4 contrarian picks from leveraged growth ETFs; risk‑off uses inverse/defensive funds based on rate trend, sometimes holding ~20% cash. Runs 4 slightly different versions in parallel; high risk.
NutHow it works
Rebalanced quarterly. 1) Compare BND (US bonds) vs BIL (T‑bills) over ~60 days. - If BND wins: risk‑on. Buy 4 leveraged growth ETFs (tech/semis/Nasdaq/S&P/financials/long Treasuries) with the lowest recent‑moves score (RSI: lower = more sold off). - Else: risk‑off. If long Treasuries (TLT) trail T‑bills, hold inverse/defensive funds plus a strong‑USD fund; otherwise favor staples, healthcare, Treasuries and gold and keep ~20% cash. Runs 4 small rule variants in parallel.
CheckmarkValue prop
Out-of-sample edge: ~46% annualized return vs S&P 22%, Calmar ≈1, and quarterly regime switching. It targets upside in favorable regimes with hedges in rate shocks, via 4 diversified sub-strategies for resilience.

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Invest in this strategy
OOS Start Date
Oct 5, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Regime switching, quarterly rebalancing, tactical allocation, leveraged etfs, inverse/hedging, bonds vs cash, rates trend, contrarian picks
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
PST
ProShares Trust UltraShort Lehman 7-10 Year Treasury
Stocks
QID
ProShares UltraShort QQQ
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TBT
ProShares Trust UltraShort Lehman 20+ Year Treasury
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 toUSDU, BTAL, VIXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.25%. 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.