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Symphonies
Newish Short End Bond Symphony
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily macro-rotation. It reads short-term bonds to infer the rate regime, then uses momentum and volatility to choose tech-heavy risk-on, defensive/hedged, or inflation/stagflation baskets, with selective use of leveraged/inverse ETFs.
NutHow it works
1) Read short‑term Treasuries (SHY). A high RSI (0–100 “strength” gauge) means falling rates; low/neutral means not. 2) Compare momentum (recent avg returns): market vs Utilities/Staples, commodities vs real estate, and the VIX “fear” curve. 3) Rotate daily into: a) risk‑on tech/growth (QQQ/SMH; sometimes 2x QLD/RXL), b) defensive/hedged mixes (XLP/XLV/PFF plus inverse/vol ETFs), or c) inflation/stagflation baskets (energy/metals, short long‑bonds via TBT/TMV, gold/miners, YCS). It also buys semis/tech after oversold “capitulation.”
CheckmarkValue prop
Out-of-sample, this strategy delivers ~32.35% annualized return vs SPY's ~17.41%, Sharpe ~1.91 vs ~0.99, Calmar ~5.98, and max drawdown ~5.41% vs ~18.76%; beta ~0.48—stronger risk-adjusted upside with far less downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.40.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
403.29%13.68%-0.15%0.4%0.84
Newish Short End Bond Symphony
3,500.2%32.89%2.73%-3.77%1.79
Initial Investment
$10,000.00
Final Value
$360,019.65
Regulatory Fees
$1,910.99
Total Slippage
$12,032.58
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Macro regime rotation,rates & inflation,multi-asset etfs,momentum & rsi,volatility signals,leveraged/inverse,daily rebalance
Tickers in this symphonyThis symphony trades 52 assets in total
Ticker
Type
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DUG
ProShares UltraShort Energy
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IAI
iShares U.S. Broker-Dealers & Securities Exchanges 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.

"Newish Short End Bond Symphony" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Newish Short End Bond Symphony" is currently allocated toIAI, QQQandKIE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Newish Short End Bond Symphony" has returned 26.16%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Newish Short End Bond Symphony" is 10.05%. 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 "Newish Short End Bond Symphony", 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.