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Symphonies
QLD FTLT + Bonds = 30% APY 17% DD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

45% tactical swing in tech/Treasuries, 55% steady Treasuries. Ride 2x Nasdaq in uptrends, shift to long bonds when overheated, short Nasdaq or own bonds in downtrends. Uses simple “overbought/oversold” and trend checks.
NutHow it works
Split: 45% tactical + 55% Treasuries (IEI, SHV). Tactical sleeve picks one: QLD (2x Nasdaq), QID (-2x Nasdaq), TLT (long Treasuries), SHY, or ROM (2x tech). If Nasdaq is oversold (low RSI = sharp recent drop), buy ROM. In uptrends (S&P > 200‑day): hold QLD when Nasdaq > 20‑day; if overheated (high RSI), move to TLT. If Nasdaq < 20‑day, may use QID; else pick QLD or SHY by recent strength. In downtrends (S&P < 200‑day), hold stronger of QID or TLT. Rebalance at ~5% drift.
CheckmarkValue prop
Out-of-sample: ~28.2% annualized return vs 22.6% for S&P, 12.7% max drawdown vs 18.8%, Calmar ~2.22, Sharpe ~1.56 vs ~1.40. Tactical equity exposure with a 55% Treasuries ballast delivers higher returns with calmer drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.270.210.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
571.17%10.65%1.36%5.73%0.61
QLD FTLT + Bonds = 30% APY 17% DD
18,233.84%31.91%0.38%7.6%1.62
Initial Investment
$10,000.00
Final Value
$1,833,383.89
Regulatory Fees
$3,825.37
Total Slippage
$22,288.21
Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, momentum, leveraged etfs, treasuries, risk-on/off, market timing
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.

"QLD FTLT + Bonds = 30% APY 17% DD" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"QLD FTLT + Bonds = 30% APY 17% DD" is currently allocated toIEI, QLDandSHV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "QLD FTLT + Bonds = 30% APY 17% DD" has returned 28.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "QLD FTLT + Bonds = 30% APY 17% DD" is 12.74%. 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 "QLD FTLT + Bonds = 30% APY 17% DD", 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.