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Symphonies
V1 BWC: Multi RSI —> Bond Compares
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical strategy that blends three S&P 500 “heat meters” to rotate among turbo stock funds, inverse/volatility hedges, and cash-like bonds, using trend, overbought/oversold signals, and an inflation filter to switch offense vs defense.
NutHow it works
It splits your money into 3 slices that watch fast/medium/standard S&P 500 “heat meters” (RSI 7/10/14d). - Very cold → buys a 3x S&P fund. - Very hot → rotates into VIX-linked funds (tend to rise when stocks wobble). Otherwise it checks Nasdaq/tech: extreme cold → buys a 3x tech fund; extreme hot → VIX. In between, an inflation trend filter decides: if rising, it compares bonds vs “short Nasdaq” to pick offense (2x/3x Nasdaq) or defense (inverse). If not, it follows the Nasdaq trend, holding 2x/3x when rising, or parking in T‑bills/short bonds or inverse when falling. Rebalanced daily.
CheckmarkValue prop
Dynamic tactical sleeve blending trend, volatility hedges, and inflation cues. OOS: ~6.1% annualized; max drawdown ~50% vs ~19% SPY; Sharpe ~0.37 vs ~0.95. Diversification and hedging to complement core S&P exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.890.710.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
64.77%13.1%12.79%3.11%0.79
V1 BWC: Multi RSI —> Bond Compares
3,331.06%139.11%14.14%19.91%2.06
Initial Investment
$10,000.00
Final Value
$343,105.95
Regulatory Fees
$1,124.09
Total Slippage
$6,970.17
Invest in this strategy
OOS Start Date
Jul 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum and mean reversion, leveraged etfs, volatility hedging, inflation regime filter, tech-heavy, daily rebalanced
Tickers in this symphonyThis symphony trades 22 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
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RINF
ProShares Inflation Expectations 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.

"V1 BWC: Multi RSI —> Bond Compares " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1 BWC: Multi RSI —> Bond Compares " is currently allocated toVXX, UVIXandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1 BWC: Multi RSI —> Bond Compares " has returned 16.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1 BWC: Multi RSI —> Bond Compares " is 49.76%. 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: Multi RSI —> Bond Compares ", 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.