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

About

A tactical, rule-driven switcher that rotates between 3x stock funds, SPY, volatility hedges, and T‑Bills using “hot/cold” scores (RSI), trend lines (moving averages), and recent returns, gated by a bond‑vs‑short‑stock health check. High risk when risk‑on.
NutHow it works
It’s a rules-based switcher. It moves 100% into one ETF: risk‑on (TQQQ=3x Nasdaq, TECL=3x Tech, UPRO=3x S&P), basic stocks (SPY), hedges (PSQ=short Nasdaq, VIXY=volatility), or cash‑like T‑Bills (BIL). It reads simple signals: RSI (0–100 “hot/cold” score), moving averages (trend lines), and recent returns. Overheated? Hedge. Deep selloff? Buy the dip. Healthy uptrend? Ride momentum. Weak conditions? Park in BIL. A bond‑vs‑short‑stock check (BND 20‑day vs SH 60‑day) gates risk‑taking.
CheckmarkValue prop
Out-of-sample edge: 35% annualized vs 17.9% for the S&P, using tactical rotations and hedges to capture rallies and defend dips. Higher upside, but larger drawdowns and slightly lower risk-adjusted Sharpe.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.661.790.40.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
601.44%13.74%0.54%-0.34%0.84
Simple 20d BND vs 60d SH (Public)
18,162,755.33%122.58%10.07%-10.07%1.9
Initial Investment
$10,000.00
Final Value
$1,816,285,532.51
Regulatory Fees
$3,224,210.77
Total Slippage
$23,173,782.71
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation,momentum,mean reversion,risk-on/risk-off,leveraged etfs,volatility hedge,us equities,tech tilt
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
VIXY
ProShares VIX Short-Term Futures 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.

"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 25.97%. 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, and options.