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Symphonies
V1 BWC: 60D BND vs BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between a defensive fund (BTAL) and Nasdaq exposure (QQQ/TQQQ). Uses a crash tripwire and a 60‑day bonds‑vs‑T‑bills signal to decide. One holding at a time; rebalanced daily.
NutHow it works
Daily check: 1) If SH (an ETF that rises when the S&P 500 falls) jumped >5% in 10 days, hold BTAL (a defensive, market‑neutral fund). 2) Otherwise, if BND (broad bonds) beat BIL (T‑bills) over 60 days, buy QQQ (Nasdaq‑100) or TQQQ (3× QQQ)—whichever has the stronger 20‑day trend. 3) Else, hold BTAL. One fund at a time; rebalanced daily.
CheckmarkValue prop
Rules-based risk-on/off strategy that rotates BTAL vs Nasdaq (QQQ/TQQQ) using a crash signal and a bonds-vs-bills filter. Out-of-sample: 16.37% annualized return, 0.60 Sharpe, 44.7% drawdown. Diversification and disciplined defense, not a SPY replacement.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.790.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
652.1%15.26%1.2%6.23%0.92
V1 BWC: 60D BND vs BIL
28,251.98%48.81%-8.46%11.73%1.37
Initial Investment
$10,000.00
Final Value
$2,835,198.28
Regulatory Fees
$8,058.12
Total Slippage
$49,834.71
Invest in this strategy
OOS Start Date
Nov 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, risk-on/risk-off, bonds vs bills filter, nasdaq tilt, leveraged etfs, defensive long/short
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.

"V1 BWC: 60D BND vs BIL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 BWC: 60D BND vs BIL" is currently allocated toBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: 60D BND vs BIL" has returned 14.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 BWC: 60D BND vs BIL" is 44.73%. 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 "V1 BWC: 60D BND vs BIL", 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.