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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

Equal-weight sleeves in SPY, QQQ, IWM, SOXX. A short-term “heat meter” (RSI) on bonds gates decisions: short the stock sleeve when it’s too hot, move to the bond when bonds are very cold, else hold the stock. Includes inverse ETFs (SOXS is 3x).
NutHow it works
It splits money evenly across four stock funds: SPY (S&P 500), QQQ (big tech), IWM (small caps), SOXX (chip makers). Each sleeve also watches a related bond fund (BIL, TLT, IEF, or AGG). RSI is a 0–100 “heat meter” of recent price moves (>70=very hot; <40–45=very cold). If the bond’s heat is fine and the stock looks too hot, it briefly uses the inverse fund (SH/PSQ/RWM; chips use 3x SOXS). If the bond looks very cold, it parks in that bond fund. Otherwise it holds the stock fund.
CheckmarkValue prop
Four-sleeve RSI rotation with bond gating: out-of-sample return 27.7% vs SPY 21.8%, Sharpe ~1.42 vs ~1.37. Diversified across stocks and bonds to capture upside with disciplined risk—though drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Threshold 15%
Type
Stocks
Category
Tactical rotation, rsi signals, us stocks and bonds, inverse/short etfs, leveraged etf exposure
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, QQQ, SPYandAGG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.75%. 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, and options.