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Symphonies
2007 SPY shorter (90/20) since 2011 27 STD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, risk-on/risk-off strategy that rides tech-led uptrends and buys sharp dips, then shifts to Treasuries, cash, volatility hedges, commodities, or managed-futures (KMLM) when markets overheat or break. Can use inverse ETFs to curb drawdowns.
NutHow it works
Rules flip the portfolio between offense (tech-heavy US stocks, sometimes leveraged) and defense (T-bills/cash, Treasuries, market-neutral BTAL, gold, dollar, or inverse ETFs). It uses RSI (a 0–100 speedometer of recent moves), long-term trends (e.g., 200-day), and volatility (VIX ETFs) to buy dips, trim overheated markets, and add diversifiers like KMLM (managed-futures).
CheckmarkValue prop
Offers diversification and risk management through risk-on/off tilts, hedges, and managed-futures exposure, aiming for lower market beta (~0.77) and lower correlation with the S&P 500. Note: out-of-sample results are negative; best as a satellite to equities.

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Invest in this strategy
OOS Start Date
Jul 18, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, volatility hedging, managed futures, sector rotation, equities, bonds, commodities, inverse etfs
Tickers in this symphonyThis symphony trades 109 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
AJG
Arthur J. Gallagher & Co.
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BWZ
SPDR Bloomberg Short Term International Treasury Bond ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
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 toTLT, XLKandVUG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 0.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.72%. 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.