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Symphonies
Commander BND V1 | 4 Trade Days / Year | Garen Mod
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly risk-on/risk-off system: bonds vs cash sets the stance; rate direction refines it. In calm regimes it buys oversold leveraged growth funds; in stress it shifts to shorts/defensives, the U.S. dollar, or bonds/gold.
NutHow it works
Quarterly process: • If bonds (BND) beat T‑Bills (BIL) over 60 days ⇒ Risk‑ON: buy 4 of 6 aggressive 3x funds with the lowest 10‑day RSI (RSI is a 0–100 heat gauge; lower = more sold‑off). • Else ⇒ Risk‑OFF: check TLT vs BIL over 20 days. If TLT is weaker (rates rising): 60% into 3 low‑RSI “defense” picks + 40% long USD. If not: ~80% into 4 of staples/healthcare/Treasuries/gold with weakest 90‑day return; ~20% cash.
CheckmarkValue prop
Out-of-sample edge: ~47.5% annualized return vs 22.4% for the S&P, with Sharpe ~1.06 and Calmar ~0.93. A quarterly, rule-based risk-on/risk-off strategy using contrarian RSI picks targets higher upside with measured risk.

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Invest in this strategy
OOS Start Date
Oct 5, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Tactical allocation,risk on/off,leveraged etfs,rsi mean reversion,quarterly rebalance,bonds vs cash,rate regime filter
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, TMF, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.23%. 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.