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Symphonies
001 The Not Boring: Rising Rates with Vol Switch | PWN
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between a leveraged risk‑on basket (3x Nasdaq, 3x banks, 3x long bonds) and a calmer mix that adds gold and the US dollar. Risk‑off triggers when QQQ drops >6% in 10 days or long bonds wobble. Weights favor the least volatile recent assets.
NutHow it works
Daily check. If the Nasdaq 100 (QQQ) fell >6% from a 10‑day high, or long US bonds (TMF) had an unusually big 10‑day drop vs its 1‑yr norm, go Risk‑Off: hold a calmer mix of GLD=gold, UUP=US dollar, plus TMF/FAS/TQQQ, giving more to the least jumpy (last 45 days). Otherwise Risk‑On: hold TMF (3x bonds), FAS (3x banks), TQQQ (3x Nasdaq) sized by recent calmness. Uses leverage; swings can be large.
CheckmarkValue prop
Adaptive, risk-controlled strategy: out-of-sample drawdown 14.8% vs SPY 18.8%; Calmar ~0.52; Sharpe ~0.46. It hedges with gold and USD in stress and uses leverage selectively in calm regimes for a steadier, capital-protective ride.

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Invest in this strategy
OOS Start Date
Feb 5, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, leveraged etfs, risk parity, volatility targeting, regime switch, multi-asset
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toFAS, TMFandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.83%. 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, crypto, and options.