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Symphonies
-bk-I 8/13 200d LETF MA Risk On/Off | 09/13/23 mod
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based rotation: lever up in uptrends, play defense in downtrends. Diversifies across Nasdaq, S&P 500, semis, financials, utilities and Treasuries, using cash, gold, oil, dollar, volatility or inverse ETFs when trends turn.
NutHow it works
The portfolio is split into 6 sleeves: 30% Nasdaq, 30% S&P 500, 10% each in Financials, Semis, Utilities, and long Treasuries. If a sleeve is above its ~200‑day average, it buys 2–3x bull funds; if below, it rotates to T‑bills, gold, oil/energy, the US dollar, volatility, or inverse ETFs. Short‑term “hot/cold” readings fine‑tune timing and pick the strongest defensive pair. Goal: go fast in clear uptrends, play defense when trends weaken.
CheckmarkValue prop
Out-of-sample, this multi-sleeve trend strategy delivers higher risk-adjusted returns vs the S&P: oos return ~47% vs 22%, oos Sharpe ~1.58 vs 1.36, Calmar ~2.0. Leveraged gains in uptrends with risk-off hedges; max drawdown ~23.7%.

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Invest in this strategy
OOS Start Date
Sep 13, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Trend-following, tactical rotation, leveraged etfs, risk-on/off, sector sleeves, hedged/short-capable, multi-asset
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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, DBO, XLEandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.75%. 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.