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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 rules-based switch that rotates among cash, SPY, 3x tech/S&P, inverse QQQ, and VIX. It uses simple “heat” gauges (RSI), trendlines, and a bond‑vs‑bear check to go risk‑on with TQQQ when conditions are good, or sit in T‑Bills when not.
NutHow it works
RSI = a 0–100 heat gauge of recent price moves; high=hot, low=cold. A moving average is the average price over X days (a trendline). Tickers: SPY=S&P 500, QQQ=Nasdaq‑100, TQQQ=3x QQQ, UPRO=3x S&P, TECL=3x Tech, PSQ=−1x QQQ, SH=−1x S&P, VIXY=VIX/fear, BND=US bonds, BIL=T‑Bills (cash). Rules: too hot→VIXY; too cold→TECL/UPRO; medium‑term strong→SPY; else use bond‑vs‑bear + trend checks: if risk‑on→TQQQ, else cash (BIL), with brief PSQ flips.
CheckmarkValue prop
Out-of-sample: ~35% annualized return vs SPY ~18%; a tactical, leverage-enabled rotation with trend filters and hedges. Higher upside but larger drawdowns (~50% vs ~19%), Calmar ~0.70 for risk-adjusted upside.
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
590.61%13.59%-1.77%0.2%0.83
Simple 20d BND vs 60d SH (Public)
17,855,543.49%121.96%1.26%0.49%1.89
Initial Investment
$10,000.00
Final Value
$1,785,564,348.54
Regulatory Fees
$3,466,697.86
Total Slippage
$24,917,796.77
Invest in this strategy
OOS Start Date
Aug 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, momentum, mean-reversion, volatility hedging, leveraged etfs, risk-on/risk-off
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 ETF
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 toBIL. 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 24.08%. 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.