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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

Rules-based, daily switch between QLD (2x Nasdaq‑100) and BIL (T‑bills). Uses simple momentum of stocks vs bonds plus a yield‑curve check to go risk‑on (QLD) or stay safe (BIL).
NutHow it works
RSI = a 0–100 gauge of recent up vs down days; above 50 means upward bias. Daily: 1) If US stocks (SPY) have 60‑day RSI >50, then compare 20‑day RSI of bonds (BND) vs stocks: if bonds > stocks, buy QLD (a 2x Nasdaq‑100 fund, big‑tech heavy); else hold BIL (T‑bills). 2) If SPY isn’t >50, check bonds: if long‑term Treasuries (TLT) have stronger 200‑day RSI than intermediate (IEF), run step 1; otherwise stay in BIL. Rebalances daily.
CheckmarkValue prop
Out-of-sample shows 32.6% annualized return vs 22.3% for the S&P, Sharpe 1.60, Calmar 2.22, and max drawdown 14.7% vs 18.8% for SPY. Higher risk-adjusted upside with disciplined, rules-based momentum timing—less drawdown, more growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.50.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
532.45%10.35%-0.15%0.4%0.6
Pop Bot (SPY vs BND) l BrianE l May 30th 2007
13,080.49%29.77%0.99%4.04%1.3
Initial Investment
$10,000.00
Final Value
$1,318,048.61
Regulatory Fees
$3,941.76
Total Slippage
$22,545.80
Invest in this strategy
OOS Start Date
Nov 9, 2022
Trading Setting
Daily
Type
Stocks
Category
Momentum, tactical allocation, risk-on/risk-off, leveraged etfs, yield-curve filter
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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.91%. 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.