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Symphonies
[STRATGPT] Rank #1 | Bond Triggered ETF Strategy with Inverse bond and index ETFs
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Four equal sleeves in SPY, QQQ, IWM, SOXX. A matching bond acts as a traffic light. Usually hold the index; switch to its inverse if overheated; or briefly hold the bond when it’s very weak. Uses SH/PSQ/RWM/SOXS (SOXS is 3× inverse).
NutHow it works
Tickers: SPY=S&P 500; QQQ=Nasdaq 100; IWM=small caps; SOXX=semis. Bonds: BIL=T‑bills; TLT=20+yr; IEF=7‑10yr; AGG=core bonds. Inverses: SH, PSQ, RWM, SOXS (SOXS is 3× inverse, very volatile). RSI (0–100) = recent momentum: >70 hot, <35–45 cold. Portfolio has 4 equal slices. Each slice watches its bond “traffic light”: if that bond is strong (>50), own the stock index unless it’s hot (>70), then use the inverse; if the bond is weak, buy the bond only if very cold; otherwise own the index.
CheckmarkValue prop
Out-of-sample: 26.0% annualized return vs 22.2% SPY; Calmar ~1.02; Sharpe ~1.33. Four-sleeve approach with bond filters and hedges aims for higher growth with disciplined risk control, despite ~25.6% drawdown.

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Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Threshold 15%
Type
Stocks
Category
Tactical asset allocation, trend/momentum, equities, bonds, inverse etfs, risk-on/risk-off
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 26.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.60%. 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.