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Symphonies
[STRATGPT] Bond Triggered ETF Strategy with Inverse ETFs
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Equal-weight SPY/QQQ/IWM/SOXX sleeves. Each uses a bond “traffic light”: if that bond is rising (RSI>50), hold the stock; else hold the bond. If the stock runs very hot (RSI>70), flip to its inverse (SOXS is 3×). Daily rebalanced.
NutHow it works
Portfolio uses 4 sleeves: SPY (large US stocks), QQQ (big tech), IWM (small caps), SOXX (chipmakers). Each has a bond “traffic light”: BIL (T‑bills), TLT (20+yr), IEF (7–10yr), AGG (broad bonds). RSI = 0–100 recent strength; >50 rising, >70 very hot. If that bond’s RSI >50, hold the stock—unless the stock’s RSI >70, then use its inverse (SH/PSQ/RWM; SOXS is 3× inverse, higher risk). If not >50, stay in the bond. Equal weight; checked daily.
CheckmarkValue prop
Out-of-sample edge: ~23.1% annualized return vs ~22% for the S&P. Solid risk-adjusted metrics (Calmar ~1.07, Sharpe ~1.37) and a low market beta (~0.71) offer diversification. Note occasional higher drawdowns, but compelling long-term upside.

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Invest in this strategy
OOS Start Date
Jun 4, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum filter,mean reversion,inverse etfs,multi-asset,equities and bonds,daily rebalanced
Tickers in this symphonyThis symphony trades 12 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
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SOXX
iShares Semiconductor 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 toIEF, SPY, TLTandAGG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.66%. 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.