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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

Equal-weight, 4-sleeve ETF strategy. A bond in each sleeve acts as a weather vane. If bonds look healthy, it trades aggressively (short when hot, 3x long after drops); otherwise it holds the plain ETF or that bond.
NutHow it works
Split equally into 4 sleeves: S&P 500, Nasdaq-100, small-caps, semiconductors. Each sleeve switches among the plain ETF (SPY/QQQ/IWM/SOXX), an inverse that goes up when that market falls (SH/PSQ/RWM/SOXS), a 3x bull for rebounds (SPXL/TQQQ/TNA/SOXL), or a bond (BIL=T-bills, TLT=20+yr, IEF=7-10yr, AGG=core). A short-term RSI heat gauge guides this: very hot -> inverse; very cold -> 3x bull. If the bond signal is weak, it favors the bond/plain ETF.
CheckmarkValue prop
Out-of-sample, this 4-sleeve RSI strategy targets ~29% annual return vs ~22% for the S&P, with Calmar ~0.93 and Sharpe ~1.29. Higher upside and bond-guided risk controls, though drawdowns can be larger in downturns.

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Invest in this strategy
OOS Start Date
Jun 4, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical etf rotation, rsi-driven switching, multi-sleeve equity-bond, leveraged/inverse etfs, us stocks and bonds
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RWM
ProShares Short Russell2000
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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 toSOXX, QQQ, SPYandIWM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.20%. 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, and options.