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Symphonies
Corp Bond Compares 5/31/2018
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch that uses short-term momentum in credit markets to size risk: 3x or 2x Nasdaq-100 when credit leads, and 50/50 T-Bills plus Gold when it doesn’t.
NutHow it works
Each day it reads short-term momentum (RSI = a 0–100 “heat” score of recent moves, using 10 days). If preferred stocks (PFFD, PFFA) and corporate bonds (IGIB) look stronger than big US stocks (VV), it buys aggressive Nasdaq-100 (TQQQ). If only partly strong, it uses a milder version (QLD). If weak, it parks in 50% T-Bills (BIL) and 50% Gold (GLD).
CheckmarkValue prop
Superior risk-adjusted gains versus the S&P 500: OOS Sharpe ~3.52 vs 2.49, OOS return ~88% vs 31%, Calmar ~12.3. Credit-led momentum with Nasdaq-100 leverage and a defensive BIL+GLD regime.

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Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, risk-on/risk-off, leveraged etfs, nasdaq-100, credit-based signals, gold, t-bills
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.

"Corp Bond Compares 5/31/2018" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Corp Bond Compares 5/31/2018" is currently allocated toBILandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Corp Bond Compares 5/31/2018" has returned 88.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Corp Bond Compares 5/31/2018" is 7.14%. 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 "Corp Bond Compares 5/31/2018", 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.