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

About

Uses short‑term Treasury behavior to infer the interest‑rate regime, then adds quick risk checks (stocks vs utilities, volatility, real estate vs commodities) to rotate among tech‑led growth, Treasuries/defensives, or inflation hedges/shorts. Daily.
NutHow it works
1) Read short‑term Treasuries (SHY) with a heat meter (RSI). High = bond prices strong (rates easing); low = weak (rates tightening). 2) Check risk appetite: stocks vs utilities, real estate vs commodities, consumer sectors, volatility (VIX), and recent drawdown. 3) Allocate: growth/tech in recoveries; Treasuries/defensives in risk‑off; shorts plus energy/materials/agri in inflation shocks. Daily rebalance.
CheckmarkValue prop
Out-of-sample edge: 36.4% vs 17.7% SPY; 5.4% drawdown vs 18.8%; Sharpe 2.10 vs 0.97; Calmar 6.73; volatility ~0.15 and alpha ~0.24 — stronger growth with downside protection vs the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Macro regime rotation, rates-sensitive, risk-on/off, tactical etfs, momentum & volatility, inflation hedging
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.

"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 toRXL, QLDandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Newish Short End Bond Symphony" has returned 36.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Newish Short End Bond Symphony" is 5.41%. 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, crypto, and options.