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Symphonies
(STABLE) Simple Bonds Planet's Mix v1 | 01-04-2016
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily‑rebalanced, bond‑centric strategy that flips between long or inverse long‑term Treasuries when trends favor it, and parks in safe/defensive funds otherwise. A third sleeve buys two short‑term oversold bond/defensive assets to seek quick rebounds.
NutHow it works
Daily‑rebalanced mix of 3 sleeves. 1) Long Treasuries: if TMF is very weak (low RSI—0–100 recent‑strength), buy it; else, if its short‑term trend is up and not overheated, hold the calmest leveraged Treasury (TMF/TYD/UBT); otherwise sit in T‑Bills/QAI. 2) Inverse Treasuries: if TMV trends up and isn’t too hot/volatile, hold TMV; else use munis or low‑vol stocks with T‑Bills. 3) Bond blend: buy the 2 most oversold (by short‑term RSI) among TIP, HYG, VTI, GLD, BNDX, VNQ.
CheckmarkValue prop
Out-of-sample, this strategy delivers better risk-adjusted returns vs the S&P: higher Sharpe/Calmar, far smaller drawdowns (7.65% vs 18.8%), and low beta (~0.22), offering steadier growth with downside protection.

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Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Bonds, treasuries, tactical, momentum, mean reversion, leveraged etfs, risk management, multi-asset
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTIP, QAI, BNDXandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.65%. 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 the symphony, 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.