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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

Daily, it compares short‑term momentum of preferreds/corporate bonds to broad US stocks. Weak credit → 50% T‑bills/50% gold. Moderate credit strength → 2x Nasdaq‑100. Strongest credit signals → 3x Nasdaq‑100. High volatility in leveraged states.
NutHow it works
Each day the strategy checks a 10‑day “heat score” (RSI: has it gone up more than down lately?) for three credit‑related funds—PFFD and PFFA (preferred stocks) and IGIB (corporate bonds)—and compares each to VV (broad US stocks). If credit is not stronger: 50% BIL (T‑bills) + 50% GLD (gold). If somewhat stronger: QLD (2x Nasdaq‑100). If very strong: TQQQ (3x Nasdaq‑100).
CheckmarkValue prop
Out-of-sample this strategy delivers higher risk-adjusted returns vs SPY: ~82% annualized vs ~28%, Sharpe ~2.80 vs ~2.29, and Calmar ~7.31. Credit-led timing into Nasdaq-100 seeks higher upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.521.250.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
185.39%14.51%-0.15%0.4%0.8
Corp Bond Compares 5/31/2018
12,501.59%86.83%3.98%10.07%1.74
Initial Investment
$10,000.00
Final Value
$1,260,159.17
Regulatory Fees
$3,217.74
Total Slippage
$20,295.74
Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum, risk-on/off, leveraged equity, nasdaq-100 focus, credit-based signals, daily rebalancing
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
Stocks
PFFD
Global X U.S. Preferred ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VV
Vanguard Large-Cap ETF
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.

"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 75.47%. 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 11.22%. 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, and options.