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Symphonies
☢️ NASDAQ-X DeETF | $Deez | BT - 14NOV2019 - AR: 346.1% DD: 38.8% - Live
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, momentum-driven switcher: hedge with VIXM when the market is “too hot,” tiptoe in with small 3× bull ETF bets when “too cold,” and otherwise concentrate 90% in the 3 strongest large stocks. Cash buffers help manage risk.
NutHow it works
It uses a daily “heat meter” (RSI, a 0–100 gauge of how fast prices moved recently) on SPY: >77 = very hot, <30 = very cold. If very hot: go 100% to VIXM, an ETF that tends to rise when market volatility jumps (defensive). If very cold: put 10% into the 2 strongest of TECL, TNA, SPXL (3× bull ETFs); 90% stays in cash. Otherwise: put 90% into the 3 strongest big stocks (from MSFT, AAPL, NVDA, AMZN, GOOGL, META, TSLA, etc.); 10% cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this momentum strategy delivers ~62% annualized return vs SPY's ~21%, with Sharpe ~1.61 (vs ~1.32) and Calmar ~3.14. Drawdowns near 20%, but the superior risk-adjusted upside and volatility hedge offer a compelling edge over the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 18, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum,risk-on/risk-off,volatility hedge,leveraged etfs,mega-cap tech,daily rebalance
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
CSCO
Cisco Systems, Inc. Common Stock (DE)
Stocks
GD
General Dynamics Corporation
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
INTC
Intel Corp
Stocks
META
Meta Platforms, Inc. Class A Common Stock
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 toAMGN, RTXandNOC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 56.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.89%. 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.