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Symphonies
Commodities and Bonds - 04 Sep 2009
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 50/50 tactical portfolio. One sleeve rotates among commodities, bonds, dollar, gold, or cash using long‑term strength and short‑term bargains. The other holds QQQ unless volatility or extremes push it into TLT. Can also short bonds via TBF.
NutHow it works
Split 50/50. Macro sleeve: compares 100‑day “strength scores” (RSI; think 0–100 heat meter) of commodities (DBC), long US bonds (TLT), and the US dollar (UUP). That pick guides a short‑term choice: buy the one that dipped most over ~2 weeks, or use gold (GLD) or T‑bills (BIL); can short bonds via TBF. Stocks sleeve: usually QQQ; switch to TLT when QQQ is too jumpy or very hot; buy QQQ on hard dips.
CheckmarkValue prop
An adaptive 50/50 macro/stock rotation aimed at higher risk-adjusted upside. Out-of-sample: Sharpe 1.82 vs S&P 1.33; annualized return 24.8% vs 21.7%; max drawdown 12.2% vs 18.8%; 867 days tested. More upside with less risk than the S&P 500.
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
825.3%14.59%2.19%5.01%0.88
Commodities and Bonds - 04 Sep 2009
2,360.97%21.65%2.22%7.56%1.62
Initial Investment
$10,000.00
Final Value
$246,097.16
Regulatory Fees
$1,012.90
Total Slippage
$6,214.81
Invest in this strategy
OOS Start Date
Sep 5, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical etf rotation, macro regime, trend + mean reversion, risk-on/risk-off, commodities/bonds/dollar/gold, qqq tilt, volatility switch
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 24.80%. 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, crypto, and options.