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Symphonies
$ Trinity + OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-based rotation: buy 3x stock funds on dips, switch to volatility when stocks look over‑extended, and otherwise pair tech with bonds, gold, commodities or the dollar based on trends. Very aggressive; expect large swings.
NutHow it works
Your money is split across 3 rule-sets (30/35/35). 1) Short-term: if tech/S&P look overheated (RSI, a 0–100 “stretched” gauge, is high) it buys market volatility; if they look washed-out (RSI low) it buys 3x tech/semis/S&P; otherwise a trend filter picks 3x tech/healthcare/utilities or a Nasdaq short. 2) Medium-term: pairs 3x tech with bonds, gold, commodities, or the US dollar based on 6‑month winners. 3) Bonds trend check: shifts among 3x growth, 3x Treasuries (or short Treasuries), healthcare, or a hedged stock fund. Sizes use recent volatility.
CheckmarkValue prop
Out-of-sample edge: ~40.7% annualized return vs SPY ~21.3%, Calmar ~1.45, and strong risk-adjusted growth. A rules-based, cross-asset rotation aims to capture upside while hedging with volatility, bonds, and gold. Note: drawdowns can be larger in crises.

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Invest in this strategy
OOS Start Date
Nov 20, 2022
Trading Setting
Threshold 16%
Type
Stocks
Category
Leveraged etfs, tactical rotation, trend-following, mean reversion, volatility timing, cross-asset, systematic, high risk
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
MOAT
VanEck Morningstar Wide Moat ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PHDG
Invesco S&P 500 Downside Hedged ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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, CURE, SVXY, TQQQ, TMV, BIL, SQQQandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.04%. 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.