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Symphonies
FAS FTLT + Commander Bond
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, rules-based strategy that times the U.S. Financials sector using 3x bull/bear ETFs (FAS/FAZ), with safety switches that move to bonds, gold/silver, USD or dividend stocks when trends weaken or interest-rate conditions turn risk-off.
NutHow it works
Focus: U.S. Financials via FAS (3x bull) or FAZ (3x bear). If FAS is very “hot” (RSI>80; RSI gauges 0–100 overbought/oversold), park in short‑term bonds (BSV). If the sector (XLF) is above its 200‑day moving average (price trend), hold FAS. If not, a bond check (recent bond vs cash returns) decides whether to stay in FAS or shift to Treasuries/gold/silver/dividends/USD. Short‑term tweaks use RSI and 20‑day trend to flip to FAZ or BSV when weakness persists.
CheckmarkValue prop
Out-of-sample: ~35.7% annualized return with Sharpe ~0.90 and Calmar ~0.99—outpacing the S&P’s ~9–12% long-run. Trend/RSI signals + risk-off hedges target bigger upside with controlled drawdowns (max ~36%).

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Invest in this strategy
OOS Start Date
Jul 10, 2024
Trading Setting
Threshold 30%
Type
Stocks
Category
Tactical sector timing, leveraged etfs, trend-following + mean reversion, multi-asset risk-off overlay, financials-focused
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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.

"FAS FTLT + Commander Bond" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"FAS FTLT + Commander Bond" is currently allocated toUUP, BTAL, SLVandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "FAS FTLT + Commander Bond" has returned 9.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "FAS FTLT + Commander Bond" is 36.01%. 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 "FAS FTLT + Commander Bond", 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.