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Symphonies
V1.1 | Commander BND Quarterly | 4 Trade Days / Year
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly, rules‑based “risk‑on/risk‑off” plan. It reads bonds (BND, TLT) versus T‑bills (BIL) to judge the backdrop, then rotates into preset aggressive, defensive, or inverse ETFs chosen by a short‑term hot/cold (RSI) check.
NutHow it works
Once a quarter it checks bonds to read risk. • Risk test: if BND (broad US bonds) beat BIL (1–3mo T‑bills), it’s risk‑on. Put 70% into four aggressive funds (3x tech/semis/fin/long‑Treasury) ranked by lowest 10‑day RSI (a short‑term “hot vs cold” score; lower = recently cooled). • Else it’s risk‑off: use TLT vs BIL to tell if rates are rising (favor inverse Treasuries/stocks, staples, energy + some USD) or falling (favor S&P/Nasdaq/health care, Treasuries, gold). Optional 30% anti‑beta sleeve mirrors this.
CheckmarkValue prop
Out-of-sample annualized return ~30% vs SPY ~22.6%; a disciplined, quarterly risk-on/risk-off strategy that rotates to growth or defensive picks. Potential for higher upside and diversification, but note larger drawdowns.

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Invest in this strategy
OOS Start Date
May 29, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Tactical allocation, quarterly rebalancing, risk-on/risk-off, bond signals, leveraged etfs, inverse etfs, sector rotation
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
PST
ProShares Trust UltraShort Lehman 7-10 Year Treasury
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
SDS
ProShares UltraShort S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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 toUSDU, BTAL, XLEandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.41%. 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.