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Symphonies
#1.1 Trend Hedge v1.3 - Std Dev 21 to 126 (public)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based trend-and-hedge portfolio. It rides uptrends in stocks, flips toward the dollar/defensives or bonds/gold when conditions change, and adds volatility hedges in panics. Uses momentum, volatility, and rate signals across multi-asset ETFs.
NutHow it works
It watches four dials: stock trend, bond trend (rates), volatility, and commodities vs the US dollar. Then it rotates daily: - Calm uptrends: own stocks (often leveraged). - Rising rates/stress: lean to the dollar, staples/defensives, and shorts. - Falling rates: own long Treasuries (sometimes 3x) and gold. - Panic: use volatility hedges and T‑Bills. “RSI” = a short‑term hot/cold score. Sectors it touches: tech, energy, financials, staples, utilities.
CheckmarkValue prop
Out-of-sample: ~13.8% annualized return with ~12% max drawdown (SPY ~18.8%), Calmar ~1.15 and Sharpe ~0.87. Diversified trend-following with crisis hedges offers steadier, risk-adjusted growth versus the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, momentum, volatility hedge, risk parity, multi-asset, leveraged etfs, long/short
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond 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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
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 toUPRO, TYD, VGLT, IEF, VCLT, XLV, SOXL, TMF, BLV, PICK, GDX, UUP, DBC, SHY, DBO, TECL, BTAL, TQQQ, XLE, VWO, VT, FAS, VAW, XLU, GLD, VGIT, SCHDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.97%. 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.