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Symphonies
Corp Bond Compares Lower DD 12/16/2020
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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 Sharpe 3.37, Calmar 12.6, and beta ~0.22 imply superior risk-adjusted gains: ~63.7% annualized vs S&P ~31.3%, with ~5% max drawdown. Momentum-driven, defensive tilt; potential for outsized upside.

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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 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 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 toBILandGLD. 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 63.65%. 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.