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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

It first reads short‑term Treasury bonds to infer if interest rates are falling, rising, or normal. Then it checks risk and inflation/fear gauges to choose between growth/tech, defensives and Treasuries, or hedges/shorts and commodities, rebalanced daily.
NutHow it works
1) Read a short-term “heat meter” (RSI) on SHY, a 1–3 yr U.S. Treasury bond fund. Hot = bond prices up (rates falling), cold = prices down (rates rising), else neutral. 2) Then compare recent performance of stocks vs utilities, the fear index curve, real estate vs commodities, and defensives vs a rising‑rates proxy. 3) Pick a basket: risk‑on growth (NASDAQ/semis), defensives and Treasuries, or hedges/shorts and commodities. Rebalanced daily; uses leveraged funds.
CheckmarkValue prop
Out-of-sample, this strategy delivers 32.35% annualized return with only 5.41% max drawdown and a 1.91 Sharpe, far surpassing the S&P’s ~17.41% return and ~18.76% drawdown (Sharpe ~1.0). Beta ~0.48 means gentler market moves.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.410.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
392.76%13.45%-1.77%0.2%0.83
Newish Short End Bond Symphony
3,388.92%32.45%-3.23%-5.33%1.78
Initial Investment
$10,000.00
Final Value
$348,891.56
Regulatory Fees
$1,911.38
Total Slippage
$12,034.10
Invest in this strategy
OOS Start Date
Sep 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Macro regime, risk-on/risk-off, momentum, multi-asset, etfs, 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 22.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Newish Short End Bond Symphony" is 11.79%. 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.