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

About

Evenly splits across S&P 500, Nasdaq‑100, small‑caps, and semiconductors. A bond “heat” gauge (RSI) decides when to own stocks, short them if overheated (via inverse ETFs), or briefly buy bonds when they look washed out.
NutHow it works
Split money across 4 sleeves: SPY (S&P 500), QQQ (Nasdaq‑100), IWM (small‑caps), SOXX (semis). In each sleeve, a bond fund’s 14‑day RSI (0–100 heat gauge: ~50 neutral, >70 hot, <40 cold) is the switch. If that bond RSI>50: hold the stock unless it’s too hot (RSI>70), then use its inverse (SH/PSQ/RWM/SOXS). If bond RSI≤50: buy that bond only when very oversold (<35/40/45); otherwise stay in the stock. Bonds: BIL, TLT, IEF, AGG.
CheckmarkValue prop
Out-of-sample: 27.7% annualized return vs SPY 21.8%; Sharpe ~1.42 vs ~1.37; beta ~0.93; Calmar ~1.08. Four-sleeve RSI-bond regime offers stronger risk-adjusted growth than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.070.910.720.85
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
691.05%13.84%-0.15%0.4%0.84
[STRATGPT] Rank #1 | Bond Triggered ETF Strategy with Inverse bond and index ETFs
1,831.61%20.4%1.73%9.82%1.11
Initial Investment
$10,000.00
Final Value
$193,160.71
Regulatory Fees
$672.64
Total Slippage
$4,486.62
Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Threshold 15%
Type
Stocks
Category
Tactical etf rotation, rsi-based, inverse etfs, us equities, treasuries, semiconductors, mean-reversion, regime filter
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 Shares
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 toSOXX, QQQ, SPYandIWM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.82%. 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.