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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

Two-bucket ETF strategy: half makes macro calls across commodities, the dollar, Treasuries (long/short), gold, or cash using medium-term strength and short-term bounce rules; half switches between QQQ and Treasuries based on QQQ’s volatility and heat.
NutHow it works
Your money is split in two halves. - Half rotates among commodities (DBC), the U.S. dollar (UUP), long Treasuries (TLT), short Treasuries (TBF), gold (GLD), or cash-like T‑bills (BIL). It compares 100‑day “price strength” across those markets, then often buys the recent laggard for a bounce, or sits in cash. - The other half holds QQQ (big tech) unless QQQ’s short‑term swings are high or it’s very “hot” (then it parks in TLT), or QQQ is very “cold” (then it buys QQQ).
CheckmarkValue prop
Out-of-sample, this cross-asset strategy beats the S&P 500 on risk-adjusted return: Sharpe 1.81 vs 1.33, 24.50% vs 21.74%, drawdown 12.19% vs 18.76%, Calmar ~2.01—more upside, less risk.
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
797.38%14.22%-1.77%0.2%0.86
Commodities and Bonds - 04 Sep 2009
2,342.73%21.37%1.62%1.8%1.6
Initial Investment
$10,000.00
Final Value
$244,273.49
Regulatory Fees
$1,030.05
Total Slippage
$6,313.47
Invest in this strategy
OOS Start Date
Sep 5, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, etf rotation, global macro, cross-asset, momentum + mean reversion, risk-managed
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 22.70%. 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.