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Symphonies
Rotating Bonds
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Keeps a small, steady stock core; rotates the rest based on trend. When the S&P 500 is in an uptrend, it runs about 70% stocks. When it’s weak, it shifts to about 85% bonds, always choosing the strongest bond fund by recent performance.
NutHow it works
- 15% always in stocks: 10% Vanguard Dividend Appreciation (VIG) + 5% Vanguard Real Estate (VNQ). - 30% in the single bond ETF that did best over the last 3 months from a set of 7 bond funds. - 55% flips: If the S&P 500 (SPY) is above its 200‑day average, hold SPY; otherwise hold that same bond “top pick.” - Rebalanced quarterly.
CheckmarkValue prop
Risk-managed core-satellite strategy with steadier, lower-volatility gains. In out-of-sample tests, drawdowns are smaller (about 19% vs 22% for SPY) and beta ~0.4, delivering stronger risk-adjusted performance than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.010.520.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
292.72%14.04%1.36%5.73%0.82
Rotating Bonds
95.62%6.66%1.31%4.09%0.66
Initial Investment
$10,000.00
Final Value
$19,561.99
Regulatory Fees
$5.96
Total Slippage
$37.87
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Core-satellite, trend-following, tactical asset allocation, bond rotation, momentum, risk-on/risk-off
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.

"Rotating Bonds" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Rotating Bonds" is currently allocated toVCIT, VNQ, SPYandVIG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotating Bonds" has returned 5.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Rotating Bonds" is 18.90%. 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 "Rotating Bonds", 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.