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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

A core-satellite ETF portfolio: 15% in dividend-growth stocks and real estate, 30% in the best recent-performing bond ETF, and 55% that switches between the S&P 500 (SPY) and bonds using a 200-day trend. Rebalanced quarterly.
NutHow it works
- 55% switches: if the S&P 500 (SPY) is above its 200-day average price, hold SPY; otherwise hold a bond fund. - 30% holds the single best 3‑month performer from these bond ETFs: BND (total US bonds), IEI (Treasuries), VCIT (corporates), VMBS (mortgages), or active funds TOTL, FBND, BOND. - 15% always: 10% VIG (US dividend growers) and 5% VNQ (US real estate). - Rebalanced quarterly.
CheckmarkValue prop
Risk-managed core-satellite with a 200-day trend filter and bond-rotation. Out-of-sample: drawdown 18.9% vs 22.1% SPY; Sharpe 0.62 vs 0.82; 5.48% vs 14.01% annualized. More downside protection and diversification than SPY.
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
286.07%13.48%-1.77%0.2%0.8
Rotating Bonds
94.77%6.44%-1.59%0.81%0.64
Initial Investment
$10,000.00
Final Value
$19,477.02
Regulatory Fees
$6.16
Total Slippage
$39.06
Invest in this strategy
OOS Start Date
Feb 13, 2022
Trading Setting
Quarterly
Type
Stocks
Category
Core-satellite, trend-following, tactical asset allocation, etf rotation, us stocks, bonds, real estate, momentum, 200-day moving average
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
FBND
Fidelity Total Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TOTL
State Street DoubleLine Total Return Tactical ETF
Stocks
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
Stocks
VIG
Vanguard Dividend Appreciation ETF
Stocks
VMBS
Vanguard Mortgage-Backed Securities ETF
Stocks
VNQ
Vanguard Real Estate 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.

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

"Rotating Bonds" is currently allocated toVNQ, SPY, VMBSandVIG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Rotating Bonds" has returned 4.80%. 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, and options.