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Symphonies
13% APY 9% DD 2008-2023 | Sharpe 1.7 | Calmar 1.45 | Stdv 7.3%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-based portfolio mixing steady Treasuries/staples with a tech-timing sleeve plus small gold and dollar sleeves. Uses trend and “heat” checks to rotate among QQQ, Treasuries, cash, or inverse. Backtest: ~13%/yr, ~9% max drop (2008–2023).
NutHow it works
~30% runs a Nasdaq/tech timer (QQQ; sometimes semis). 10% each in gold (GLD) and the U.S. dollar (UUP). The rest holds steadier havens: Treasuries (IEI) and defensive stocks (XLP). It checks trend lines (200‑day avg) and a heat gauge (RSI: >80 too hot, <30 washed out). In good trends it owns QQQ; if overheated it parks in long Treasuries (TLT). When weak, it can hedge/short QQQ (PSQ/QID) or step to cash‑like T‑bills (SHV). In deep slumps it tightens risk.
CheckmarkValue prop
Diversified, rule-based strategy blending trend-following with hedges across tech, bonds, gold, and dollars. Out-of-sample Sharpe 2.20 vs 1.32, max drawdown 6.4% vs 18.8%, and a robust ~16.9% annualized return.

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Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, risk management, leveraged/inverse etfs, tech tilt, treasuries, gold, dollar
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toQQQ, UUP, IEI, GLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.40%. 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.