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Symphonies
-bk-I 8/13 200d LETF MA Risk On/Off inv
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based, risk-on/risk-off rotation. Rides clear uptrends with 3x stock ETFs; in weak markets shifts to cash-like T‑bills, gold, US dollar, inverse stock/bond funds, and Treasuries. Uses trend and short-term “hot/cold” signals to decide.
NutHow it works
It first asks: are big indexes (S&P 500=SPY, Nasdaq 100=QQQ) above their long‑term average (200‑day)? If yes, it goes “risk‑on,” using 3x stock funds (TQQQ=Nasdaq, UPRO=S&P, SOXL=chips, FAS=banks). If no, it cuts risk, moving to T‑bills (BIL/SHY), gold (GLD), a strong USD (USDU), or inverse funds (PSQ/QID/SQQQ; TBT/TMV). A short‑term “hot/cold” gauge (RSI) buys dips or trims when overheated. Bonds flip long (TMF/UBT) when rates fall and short (TBT/TMV) when they rise.
CheckmarkValue prop
Outperforms the S&P on risk-adjusted growth: out-of-sample Sharpe ~1.62, annualized return ~38.35%, Calmar ~1.92, beta ~0.83, and ~20% max drawdown, achieved through disciplined trend-based, multi-asset rotations and hedges.

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Invest in this strategy
OOS Start Date
Oct 31, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical, multi-asset, trend-following, leveraged etfs, sector rotation, bond rotation, hedged
Tickers in this symphonyThis symphony trades 96 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BKLN
Invesco Senior Loan ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
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.

"-bk-I 8/13 200d LETF MA Risk On/Off inv" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"-bk-I 8/13 200d LETF MA Risk On/Off inv" is currently allocated toUPRO, VGLT, VCIT, SOXL, TMF, ICSH, TECL, BTAL, TQQQ, ANGL, XLE, QLD, FAS, SSO, GLD, SHYG, VGITandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "-bk-I 8/13 200d LETF MA Risk On/Off inv" has returned 34.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "-bk-I 8/13 200d LETF MA Risk On/Off inv" is 19.94%. 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 "-bk-I 8/13 200d LETF MA Risk On/Off inv", 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.