Skip to Content
Symphonies
Commodities and Bonds - 04 Sep 2009
Today’s Change
—

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

About

Two-sleeve tactical ETF mix: QQQ vs TLT for stocks, plus a macro sleeve that rotates among commodities (DBC), dollar (UUP), gold (GLD), bonds (TLT/TBF) or T‑bills (BIL) using 100‑day trend checks and short-term mean‑reversion.
NutHow it works
Splits the portfolio 50/50 into two sleeves. Macro: Compares 100‑day trend strength (RSI = recent ups vs downs) of commodities (DBC), the US dollar (UUP), and long US Treasuries (TLT). Based on who’s stronger, it buys the short‑term laggard (~10 days) from DBC, TBF (short Treasuries), UUP, GLD (gold), TLT, or BIL (T‑bills). Stocks: Holds QQQ (big tech) unless QQQ is very volatile or overheated; then it parks in TLT.
CheckmarkValue prop
Out-of-sample edge: 24.5% annualized vs S&P 500’s 21.7%; Sharpe 1.81 vs 1.33; Calmar 2.01; drawdown 12.2% vs 18.8%. A 50/50 macro+equity sleeve using trend+mean-reversion for higher risk-adjusted growth and cooler drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.440.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
811.45%14.36%0.54%-0.34%0.87
Commodities and Bonds - 04 Sep 2009
2,331.61%21.38%1.15%-0.32%1.6
Initial Investment
$10,000.00
Final Value
$243,161.28
Regulatory Fees
$1,029.93
Total Slippage
$6,312.85
Invest in this strategy
OOS Start Date
Sep 5, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, etf rotation, trend and mean‑reversion, global macro, risk-on/risk-off, multi-asset
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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.

"Commodities and Bonds - 04 Sep 2009" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Commodities and Bonds - 04 Sep 2009" is currently allocated toQQQandTBF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Commodities and Bonds - 04 Sep 2009" has returned 22.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Commodities and Bonds - 04 Sep 2009" is 12.19%. 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 "Commodities and Bonds - 04 Sep 2009", 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, and options.