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Symphonies
Pop Bot (SPY vs BND) l BrianE l May 30th 2007
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch that hunts for short pops in tech by buying 2x Nasdaq-100 (QLD) only when broader conditions look supportive; otherwise it sits in T-bills (BIL). It times entries using simple momentum scores (RSI) on SPY, BND, IEF, and TLT.
NutHow it works
Each day it picks QLD or BIL. QLD = 2x Nasdaq-100 (big tech); BIL = 1-3 mo T-Bills. SPY = US large stocks; BND = broad US bonds; IEF = 7-10y Treasuries; TLT = 20+y Treasuries. RSI is a 0-100 score that rises with recent gains. Gate: SPY’s 60-day RSI > 50 or TLT’s 200-day RSI > IEF’s. Trigger: BND’s 20-day RSI > SPY’s. If both, buy QLD; else hold BIL.
CheckmarkValue prop
Out-of-sample: 33.1% vs 22.6% S&P; Sharpe 1.61 vs 1.36; max drawdown 14.7% vs 18.8%. Low beta (~0.48) with a QLD/BIL risk-on/risk-off switch aims for tech upside with built-in downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.490.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
529.9%10.46%1.36%5.73%0.6
Pop Bot (SPY vs BND) l BrianE l May 30th 2007
12,568.61%29.92%8.04%32.98%1.3
Initial Investment
$10,000.00
Final Value
$1,266,860.73
Regulatory Fees
$3,596.52
Total Slippage
$20,241.91
Invest in this strategy
OOS Start Date
Nov 9, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum and mean reversion, trend filter, risk-on/risk-off, etfs, leveraged tech exposure, bond-market regime filter
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.70%. 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 the 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.