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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: ~48% annualized return vs SPY's ~22%, Sharpe ~1.12 (vs 1.32), Calmar ~1.04. Strong upside with risk-managed regime-switching; note max drawdown ~46% vs ~19% for SPY.

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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 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 toUPRO, SOXL, TMF, TECL, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 48.18%. 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.