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

About

A rules‑based, risk‑switch strategy: bonds lead the way. When the bond trend is healthy, it leans into aggressive 3x stock ETFs; when not, it shifts to cash and safe‑havens, adding volatility hedges when stocks look overheated.
NutHow it works
First, a circuit breaker: if volatility suddenly spikes (SVXY tumbles), it parks in cash‑like T‑bills. If markets look “too hot” (RSI = a too‑hot/too‑cold gauge), it buys volatility hedges (VIXY/UVXY). Otherwise it checks if broad bonds (BND) beat cash (BIL). If yes: go risk‑on with 3x stock funds (UPRO=S&P 500, TQQQ=Nasdaq, often tech/semis). If no: hold T‑bills or safe havens (long Treasuries, dollar, gold, BTAL). Extra checks (HYG, 200‑day trends) fine‑tune entries.
CheckmarkValue prop
Out-of-sample, this strategy aims ~30% return with Sharpe ~0.90 and Calmar ~0.95, vs S&P 500’s ~15% and ~0.81 Sharpe. Bond-led regimes with hedges offer stronger risk-adjusted upside; drawdowns may be larger in stress.

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Invest in this strategy
OOS Start Date
Dec 13, 2024
Trading Setting
Threshold 25%
Type
Stocks
Category
Trend-following, risk-on/risk-off, tactical allocation, momentum/rsi, leveraged etfs, volatility hedging, bond 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.

"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 toUPRO, SVXY, UUP, BTAL, TQQQ, SHVandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Protoculture V10 Just BND Trend" has returned 30.36%. 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, crypto, and options.