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Symphonies
Simple 20d BND vs 60d SH (Public)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based switch that chases uptrends in tech/S&P with leveraged ETFs, hedges with volatility when markets look overheated, and parks in T‑Bills when risk builds. A bond‑vs‑bear signal and trend filters decide when to be risk‑on.
NutHow it works
Goal: ride tech/S&P uptrends, step aside when risk rises, and hedge when markets look overheated. RSI = a gauge of how fast price has risen/fallen recently. If QQQ/SPY RSI>~80 → VIXY (volatility). If RSI<~30 → TECL/UPRO (3x tech/S&P). If SPY strong (60‑day RSI>61) → SPY. Else, after crash/spike checks, only risk‑on if bonds (BND) look healthier than the bear S&P fund (SH). If trend up (SPY>200‑day; QQQ>20‑day) → TQQQ (3x Nasdaq) unless PSQ (short QQQ) looks unusually weak; otherwise hold BIL (T‑Bills).
CheckmarkValue prop
Capitalize on tech/S&P uptrends with risk-aware timing. OOS returns ~41.5% vs SPY ~18.2%, driven by trend+leveraged bets, volatility hedges, and BIL risk gates. Higher growth potential with disciplined risk controls.
1M
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6M
YTD
1Y
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.681.780.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.51%13.99%1.36%5.73%0.85
Simple 20d BND vs 60d SH (Public)
19,970,275.33%126.93%-1.27%27.24%1.94
Initial Investment
$10,000.00
Final Value
$1,997,037,532.51
Regulatory Fees
$3,026,085.02
Total Slippage
$21,748,868.17
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend + mean reversion, volatility hedge, 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.

"Simple 20d BND vs 60d SH (Public)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple 20d BND vs 60d SH (Public)" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple 20d BND vs 60d SH (Public)" has returned 41.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple 20d BND vs 60d SH (Public)" is 49.84%. 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 "Simple 20d BND vs 60d SH (Public)", 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.