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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
Out-of-sample edge vs S&P: ~71.6% annualized return, Sharpe ~2.64, Calmar ~6.38, beta ~0.76. Leverages 2x/3x Nasdaq on credit strength, and 50% BIL + 50% GLD in risk-off for protective diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.511.240.350.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
188.11%14.91%2.19%5.01%0.81
Corp Bond Compares 5/31/2018
11,485.45%86.65%5.81%0.38%1.74
Initial Investment
$10,000.00
Final Value
$1,158,545.27
Regulatory Fees
$2,818.72
Total Slippage
$17,652.09
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 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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Corp Bond Compares 5/31/2018" has returned 71.57%. 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, crypto, and options.