Skip to Content
Symphonies
Commander BND V4 | 4 Trade Days / Year | Garen Mod | Ribbon Bonds
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly, rules-based risk-on/risk-off plan: bonds vs cash decides the regime. Then it contrarian‑selects oversold leveraged bulls in good times, or defensive/hedging mixes (plus the U.S. dollar) or bonds/gold when conditions weaken.
NutHow it works
Every quarter it asks: are bonds (BND) beating cash (BIL) over 60 days? If yes, go Risk‑On: split equally into 4 “most beaten‑down” picks (by a simple stretch gauge, RSI) from leveraged bulls on semis/tech/Nasdaq/S&P/financials/long Treasuries. If no, it checks long‑Treasury trend to guess rate direction. If rates look troublesome: 60% in defensive/inverse/volatility picks (also contrarian) + 40% long U.S. dollar. If rates look easier: 80% in defensive, bonds, and gold laggards. Rebalance quarterly.
CheckmarkValue prop
Out-of-sample annualized return ~46.5% vs SPY ~22.4%, positive alpha and Calmar ~1.16. A quarterly, regime-driven strategy that tactically buys beaten-down leaders in up markets, delivering strong upside with defined risk—though drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.530.590.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
363.62%13.71%1.36%5.73%0.83
Commander BND V4 | 4 Trade Days / Year | Garen Mod | Ribbon Bonds
61,313.04%71.2%0.37%6.53%1.55
Initial Investment
$10,000.00
Final Value
$6,141,304.36
Regulatory Fees
$1,650.08
Total Slippage
$10,917.81
Invest in this strategy
OOS Start Date
Oct 5, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Risk-on/risk-off, quarterly tactical, leveraged etfs, contrarian selection, rsi-based, trend filter, macro regime, defensive hedges
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 toSOXL, TMF, TECLandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 40.06%. 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.