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Symphonies
Frontrunner: Bonds & Corp
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it reads bonds/credit to judge risk, then makes one short‑term contrarian bet in a high‑octane ETF (volatility, semis, Nasdaq, etc.). If signals are murky, it uses overbought/oversold cues; otherwise parks in T‑Bills.
NutHow it works
It watches bond/credit ETFs as warning lights: HYG (junk), TLT/SHY/TMF (Treasuries), LQD/CORP (high‑grade). Big daily moves set “risk‑on/off.” Then it makes a short‑term, contrarian bet in one ETF: volatility up (UVXY) or down (SVXY), semis (SOXL/SOXS), Nasdaq (TQQQ), S&P 500 (SPXL), gold (UGL), or cash (BIL). If no big bond move, it uses a heat meter (RSI: high=hot, low=cold) on bonds and sectors (KIE, PEJ) to pick. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns with smaller drawdowns than the S&P 500. ~38% annualized vs ~19%, Sharpe ~1.23 vs ~0.99, Calmar ~5.7 — driven by daily regime signals and precise mean-reversion bets in volatile ETFs.

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Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, macro regime timing, credit/rates signals, volatility etfs, leveraged etfs, mean‑reversion, daily rebalancing
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
KIE
State Street SPDR S&P Insurance ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PEJ
Invesco Leisure and Entertainment ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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.

"Frontrunner: Bonds & Corp" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Frontrunner: Bonds & Corp" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frontrunner: Bonds & Corp" has returned 33.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frontrunner: Bonds & Corp" is 6.66%. 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 "Frontrunner: Bonds & Corp", 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.