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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

Quarterly rotation that first decides risk using bonds vs cash. If green, buy 4 leveraged growth ETFs that recently dipped. If red, choose defensive/hedge ETFs based on whether rates are rising or falling. Optional add-on also tilts by rate trend.
NutHow it works
Once a quarter it asks: are bonds doing better than cash-like T‑Bills? If yes (risk ON), buy 4 aggressive growth funds (tech/semis/Nasdaq/S&P) that have dipped most recently, using a short-term “hot/cold” score (RSI; low = recently cold). If no (risk OFF), it checks interest rates. If rates look like they’re rising, hold hedges (inverse stocks, short long‑term bonds, staples/energy, sometimes USD). If rates look like they’re falling, hold defensive stocks, Treasuries, and gold. Hold until next quarter.
CheckmarkValue prop
Out-of-sample, this strategy targets higher growth (28.93% p.a. vs SPY 22.55% p.a.) via a disciplined quarterly regime and mean-reversion picks. Caveat: larger drawdowns (~39% vs ~19%) and lower Sharpe than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.710.150.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
369.91%13.7%2.19%5.01%0.83
V1.1 | Commander BND Quarterly | 4 Trade Days / Year
13,189.34%50.02%2.46%3.53%1.42
Initial Investment
$10,000.00
Final Value
$1,328,934.15
Regulatory Fees
$365.51
Total Slippage
$2,227.59
Invest in this strategy
OOS Start Date
May 29, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Quarterly rotation, risk-on/off, leveraged etfs, mean reversion, bonds-vs-cash signal, rate regime, defensive hedges, tech/semis tilt
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 Shares
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, TMF, UGL, BTAL, QLD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.93%. 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, crypto, and options.