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Symphonies
IFF Fund: All-Star Sorts|BT: 3/11/22 AR 1400% MDD 13%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily‑switching system that rides tech/semis in uptrends, buys sharp dips, and quickly hedges or flips short when markets look overheated or macro signals turn risk‑off. Uses leveraged ETFs and volatility products; very high risk.
NutHow it works
Each day it asks: 1) Are stocks trending up or down? 2) Are bonds rising or falling (gives a read on interest rates)? 3) Are commodities and volatility heating up? 4) Are stocks short‑term “too hot” or “too cold”? If overheated, it hedges with volatility or inverse funds. If deeply sold off (and bonds agree), it buys high‑octane tech/semis. Otherwise it picks the strongest fund from a small basket and holds it for a day.
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return vs SPY’s ~22%, Calmar ~1.02, Sharpe ~0.97. A daily regime-switching tilt to tech/semis with volatility hedges aims for higher upside while managing risk—though drawdowns can exceed SPY and turnover is high.

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Invest in this strategy
OOS Start Date
Apr 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, regime switching, trend + mean reversion, volatility hedging, macro filters, daily rebalance, tech/semis focus
Tickers in this symphonyThis symphony trades 104 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
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 toDRV, TECS, BULZ, LABU, DBMF, TQQQ, SOXS, UCOandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.13%. 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.