Skip to Content
Symphonies
[STRATGPT] Bond Triggered ETF Strategy with Inverse bond and index ETFs + Bull LEFTs
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based ETF rotation across S&P 500, Nasdaq-100, small-caps, and semis. A bond “weather vane” plus an RSI heat meter decides between cash/bonds, the plain ETF, or inverse/3x versions when things look too hot or too cold.
NutHow it works
Split money equally across 4 sleeves: S&P 500 (SPY), Nasdaq-100 (QQQ), small-caps (IWM), semiconductors (SOXX). Each sleeve checks a bond ETF as a weather vane. It uses RSI, a 0-100 heat meter of recent gains: >70 = hot, <30-35 = cold. If bonds look strong, it trades contrarian: hot -> inverse (bet against), cold -> 3x bull; else the plain ETF. If bonds look weak, it often parks in bonds/cash; otherwise holds the plain ETF.
CheckmarkValue prop
Out-of-sample, this four-sleeve RSI strategy targets higher upside with solid risk-adjusted returns vs the S&P: about 28.7% annualized vs 22%, Sharpe ~1.29. Diversified regime-driven exposure aims for bigger gains, with potential larger drawdowns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jun 4, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical etf rotation, rsi/momentum, us equities, bonds, leveraged and inverse etfs, risk-on/risk-off
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 ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 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 toRWM, SH, SOXSandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.30%. 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.