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Symphonies
[DEV] β correlation to SPY - $Deez
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An even split across five bond funds (T-bills, short Treasuries, short munis, long Treasuries, and the total bond market) to provide steady income and keep a low connection to the S&P 500. Rebalances only when weights drift.
NutHow it works
It splits money evenly across 5 bond funds: T-bills (BIL), short Treasuries (SHY), short municipal bonds (SUB), long Treasuries (TLT), and a broad bond mix (BND). No market timing. It rebalances only if slices drift ~10%. Goal: steady income with low link to the S&P 500. Main risk: rising rates, especially for TLT.
CheckmarkValue prop
Defensive bond mix with near-zero SPY beta and far-smaller downside: out-of-sample max drawdown ~6% vs ~19% for SPY, out-of-sample annualized return ~3.65%, and low stock correlation. A ballast to capital preservation and to diversify SPY exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.03-0.060.06-0.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
901.45%14.47%1.2%6.23%0.82
[DEV] β correlation to SPY - $Deez
46.26%2.26%0.28%0.66%0.52
Initial Investment
$10,000.00
Final Value
$14,625.95
Regulatory Fees
$0.06
Total Slippage
$1.36
Invest in this strategy
OOS Start Date
Oct 10, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Bonds, treasuries, municipal bonds, defensive, low equity beta, income, diversified fixed income
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.

"[DEV] β correlation to SPY - $Deez " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"[DEV] β correlation to SPY - $Deez " is currently allocated toBIL, BND, SHY, SUBandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "[DEV] β correlation to SPY - $Deez " has returned 3.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "[DEV] β correlation to SPY - $Deez " is 5.98%. 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 "[DEV] β correlation to SPY - $Deez ", 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.