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Symphonies
Corp Bond Compares Lower DD 12/16/2020
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily momentum, risk-on/risk-off switch among cash (BIL), gold (GLD), QQQ, or leveraged TQQQ. It uses preferreds and corporate bond strength, plus a managed-futures vs Tech check, to decide when to go defensive or aggressive.
NutHow it works
Daily, it compares 10‑day momentum (a score of recent ups vs downs): 1) If preferred stocks (PFFD) lag broad U.S. stocks (VV) → 50% T‑Bills (BIL) + 50% Gold (GLD). 2) Else, if an active preferreds fund (PFFA) isn’t stronger than stocks → buy QQQ (Nasdaq‑100). 3) Else, if corporate bonds (IGIB) aren’t stronger → hold BIL. 4) Else, if managed‑futures (KMLM) beat Tech (XLK) → hold BIL; otherwise buy TQQQ (3× QQQ).
CheckmarkValue prop
Out-of-sample return: 42.8% vs S&P 27.9%; Calmar 8.47; max drawdown ~5%; Sharpe 2.59; beta ~0.22. Momentum-driven risk-on/off strategy shifts to cash/gold in dips and levered tech on rallies, with higher upside and lower risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.470.510.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
101.02%14.77%2.19%5.01%0.9
Corp Bond Compares Lower DD 12/16/2020
1,283.58%67.94%-3.41%-4.07%2.39
Initial Investment
$10,000.00
Final Value
$138,358.22
Regulatory Fees
$247.08
Total Slippage
$1,541.29
Invest in this strategy
OOS Start Date
May 21, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, risk-on/risk-off, etfs, daily rebalance, tech tilt, defensive hedges
Tickers in this symphonyThis symphony trades 10 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
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
Stocks
PFFD
Global X U.S. Preferred ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VV
Vanguard Large-Cap ETF
Stocks
XLK
State Street Technology Select Sector SPDR 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 Lower DD 12/16/2020" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Corp Bond Compares Lower DD 12/16/2020" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Corp Bond Compares Lower DD 12/16/2020" has returned 42.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Corp Bond Compares Lower DD 12/16/2020" is 5.05%. 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 Lower DD 12/16/2020", 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.