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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, rules-based mix that rides up- or down-trends in long US Treasuries with leveraged funds (TMF/TMV) and adds a sleeve that buys two oversold assets (inflation‑linked, high‑yield, international bonds, gold, real estate, stocks) for diversification.
NutHow it works
Rebalanced daily, it runs 3 sleeves. 1) Long Treasuries: if they’re deeply sold off (RSI, a 0–100 speedometer of recent moves, is low), buy TMF; else if short‑term trend is up and not overheated, buy a leveraged Treasury fund; otherwise hold QAI/BIL. 2) Short Treasuries: if TMV trends up, isn’t overheated, and volatility is low, hold TMV; else hold USMV/BIL or MUB/BIL. 3) Buy the two most oversold of TIP, HYG, BNDX, GLD, VNQ, VTI.
CheckmarkValue prop
Out-of-sample Sharpe ~1.56; max drawdown ~7.65% vs SPY ~18.76%; Calmar ~2.55; OOS return ~19.48% vs SPY ~21.05%. Better risk-adjusted performance with strong downside protection and diversification.

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Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, trend-following, bonds, leveraged etfs, risk-managed, multi-asset
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BNDX
Vanguard Total International Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
MUB
iShares National Muni Bond ETF
Stocks
QAI
NYLI Hedge Multi-Strategy Tracker ETF
Stocks
TIP
iShares TIPS Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X 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.

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

The symphony is currently allocated toTMF, VTI, GLD, USMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.51%. 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, and options.