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Symphonies
Protoculture V10 Just BND Trend
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An ensemble of fast, rules‑based models. It uses bond trends and overbought/oversold signals to toggle between 3× equity ETFs in calm/risk‑on regimes, VIX hedges when markets look overheated, and cash/bonds/gold/dollar when stress rises.
NutHow it works
1) If volatility just spiked (SVXY fell hard), sit in cash (T‑Bills). 2) If stocks look “too hot” (very high RSI = a 0–100 “hot/cold” gauge), buy a short‑term VIX fund as a hedge. 3) Otherwise, use the bond trend (BND vs T‑Bills) to choose risk‑on (3× S&P/Nasdaq) or defensive (cash, Treasuries, gold, US dollar, anti‑beta). It runs many mini‑models and holds the 5 that worked best lately.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy delivers higher risk-adjusted gains vs the S&P 500: ~30.6% annualized return vs ~15.1%, Sharpe ~0.93 vs ~0.84, Calmar ~0.96. Note: max drawdown ~32% vs ~19%, reflecting active hedging and dynamic risk control.

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Invest in this strategy
OOS Start Date
Dec 13, 2024
Trading Setting
Threshold 25%
Type
Stocks
Category
Trend-following, regime switching, tactical etf rotation, volatility hedging, leveraged etfs, risk management
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index 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.

"Protoculture V10 Just BND Trend" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Protoculture V10 Just BND Trend" is currently allocated toUUP, BTAL, SHV, GLD, TLTandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Protoculture V10 Just BND Trend" has returned 20.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Protoculture V10 Just BND Trend" is 31.86%. 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 "Protoculture V10 Just BND Trend", 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.