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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 bond-centric strategy offers superior risk-adjusted results vs the S&P 500: Sharpe 1.55 vs 1.21, Calmar 2.53, max drawdown 7.65% vs 18.76%. Returns are close (19.34% vs 20.98%) with far lower risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.190.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
428.83%14.15%2.19%5.01%0.86
(STABLE) Simple Bonds Planet's Mix v1 | 01-04-2016
1,133.84%22.1%2.39%6.26%1.72
Initial Investment
$10,000.00
Final Value
$123,384.20
Regulatory Fees
$1,088.42
Total Slippage
$6,772.80
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 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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index symbol AXSVTN)
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 toTIP, QAI, BNDXandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.34%. 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.