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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

All-or-nothing: buy QLD (2× Nasdaq‑100) when bonds’ short-term momentum beats stocks and the backdrop is supportive; otherwise sit in BIL (T‑bills). Signals use RSI on SPY, BND, IEF, and TLT. Rebalanced daily.
NutHow it works
RSI is a 0–100 score of recent price strength; above 50 means it’s been rising. Each day: If SPY (S&P 500) 60‑day RSI > 50, compare 20‑day RSI of BND (bonds) vs SPY. If BND > SPY, buy QLD (2× Nasdaq‑100, tech‑heavy); else hold BIL (T‑bills). If SPY’s 60‑day RSI ≤ 50, only run that same trade when TLT (20+Y) has stronger 200‑day RSI than IEF (7–10Y); otherwise stay in BIL.
CheckmarkValue prop
Out-of-sample, this strategy posts higher risk-adjusted returns with less risk than the S&P 500: ~32.6% annualized vs 22.3%, Sharpe ~1.60 vs ~1.36, beta ~0.49, max drawdown ~14.7% vs 18.8%, Calmar ~2.22. Strong upside with tighter risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.50.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
557.35%10.5%6.16%5.09%0.6
Pop Bot (SPY vs BND) l BrianE l May 30th 2007
12,642.54%29.31%0.32%0.3%1.28
Initial Investment
$10,000.00
Final Value
$1,274,254.24
Regulatory Fees
$4,056.83
Total Slippage
$23,308.09
Invest in this strategy
OOS Start Date
Nov 9, 2022
Trading Setting
Daily
Type
Stocks
Category
Momentum (rsi), tactical allocation, risk-on/risk-off, leveraged etfs, nasdaq-100 focus, treasury signals
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

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 29.32%. 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, and options.