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Symphonies
Yield Curve and Market Sentiment Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two-mode portfolio. If the short-term Treasury fund (SHY) trades above the long-term fund (TLT), shift defensive into consumer staples plus bonds; otherwise hold mostly S&P 500 stocks with some long Treasuries. Rebalanced daily.
NutHow it works
Each day it checks two bond funds: SHY (short‑term US Treasuries) and TLT (long‑term US Treasuries). If SHY’s share price is higher than TLT’s, it goes defensive: 50% XLP (consumer staples), 30% TLT, 20% SPY (S&P 500). Otherwise it stays risk‑on: 70% SPY, 30% TLT. SHY vs TLT is a rough read on the bond market’s outlook.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.09 vs SPY 0.97, Calmar 1.24, max drawdown 13.2% vs 18.8%, beta 0.72. Dynamic 70/30 SPY/TLT with staples defense cushions drawdowns and offers steadier growth vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.040.520.770.88
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
1,128.71%11.35%1.36%5.73%0.66
Yield Curve and Market Sentiment Strategy
825.08%10.01%0.61%4.86%0.9
Initial Investment
$10,000.00
Final Value
$92,508.32
Regulatory Fees
$122.91
Total Slippage
$154.90
Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, regime switching, yield-curve proxy, equities+treasuries, defensive tilt, daily rebalance
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPYandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.17%. 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.