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Symphonies
High Yield Tracker / Curved
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, keep 30% in cash and rotate the other 70%: if the S&P 500 looks overheated, buy VIXY (volatility hedge). Otherwise own QQQ when credit risk-taking is healthy, or TLT when it isn’t.
NutHow it works
Each day it moves 70% of the portfolio and leaves 30% in cash. RSI is a 0–100 score of how hot/cold recent price moves are. 1) If the S&P 500’s RSI > 70 (too hot), buy VIXY, which tends to rise when markets get jumpy. 2) Otherwise: if high‑yield bonds look steady vs tech’s short‑term heat, hold QQQ; if not, hold TLT (long Treasuries).
CheckmarkValue prop
Out-of-sample Sharpe 0.81 and Calmar 0.93 show a disciplined, risk-adjusted edge. While raw return trails SPY, the 30% cash plus VIXY/QQQ/TLT rotation delivers steadier gains and balanced downside control in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.370.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.51%13.99%1.36%5.73%0.85
High Yield Tracker / Curved
12,710.36%38.52%-0.04%12.62%1.54
Initial Investment
$10,000.00
Final Value
$1,281,035.89
Regulatory Fees
$8,279.62
Total Slippage
$56,693.89
Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, momentum/rsi, risk-on/risk-off, volatility hedge, daily rebalance
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.

"High Yield Tracker / Curved" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"High Yield Tracker / Curved" is currently allocated toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "High Yield Tracker / Curved" has returned 17.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "High Yield Tracker / Curved" is 18.81%. 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 "High Yield Tracker / Curved", 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.