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Symphonies
[STRATGPT] Bond Triggered ETF Strategy with Inverse bond and index ETFs + Bull LEFTs
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 4-bucket tactical ETF strategy. Each bucket (SPY, QQQ, IWM, SOXX) uses a bond “health” gauge and a 0–100 hot/cold gauge to flip among normal, inverse, or 3x bull ETFs, or to park in bonds when needed.
NutHow it works
Split money equally into 4 buckets: S&P 500 (SPY), Nasdaq 100 (QQQ), Small Caps (IWM), Semiconductors (SOXX). Each bucket reads a bond “health” gauge (BIL/TLT/IEF/AGG). We use a 0–100 hot/cold gauge (RSI): too hot -> inverse ETF (SH/PSQ/RWM/SOXS); too cold -> 3x bull (SPXL/TQQQ/TNA/SOXL); otherwise the normal ETF. If bonds aren’t strong, we may park in those bond funds.
CheckmarkValue prop
Four-sleeve tactical rotation with bond-regime filters offers higher out-of-sample upside (27.3% vs SPY 22.4%), solid risk-adjusted returns (Sharpe ~1.22, Calmar ~0.88) and diversified alpha, with occasional drawdowns near 31%.

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Invest in this strategy
OOS Start Date
Jun 4, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical etf rotation, multi-asset, rsi-based, regime filter, leveraged etfs, inverse etfs, momentum, mean-reversion, bond trigger
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 toSOXX, QQQ, SPYandIWM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.92%. 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.