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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

Rules-based “market weather” system that rotates between tech‑heavy growth and safety. Buys dips in uptrends, hedges or shorts in downtrends, and times bond trades as rates rise/fall. Uses ETFs like SPY, QQQ, GLD, TLT plus leveraged and inverse versions.
NutHow it works
Think of it as a market weather station. It checks trend (are prices above their long‑term average?), short‑term speed, and how stretched prices are. If healthy, it rides growth via SPY (S&P 500), QQQ (Nasdaq), SMH (chips) and sometimes their leveraged versions (TQQQ, UPRO, SOXL). If risk rises or rates jump, it shifts to defense: cash‑like T‑bills (BIL/SHY), the U.S. dollar (USDU), gold (GLD), Treasuries (TLT/TMF) or even shorts (PSQ/QID/SQQQ, TMV). It may hedge with VIXY/UVXY when markets look overheated.
CheckmarkValue prop
Out-of-sample strategy delivers ~39% annualized return vs S&P ~27%, with higher risk-adjusted gains (Sharpe ~1.64; Calmar ~1.96) and ~20% max drawdown, using dynamic trend-following and hedges.

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Invest in this strategy
OOS Start Date
Oct 31, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical asset allocation, trend-following, risk-on/risk-off, leveraged etfs, sector rotation, bond timing, 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
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, TYD, USDU, TMF, GOVI, SPHY, BTAL, TQQQ, XLE, QLD, SSO, GLD, TFLO, SCHDandXLP. 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 39.02%. 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, crypto, and options.