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Symphonies
[5%] V.1.4|Dippy Qutie 🍒|Garen,Pietros,EricS|06-01-2022
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, risk-on/risk-off. It hedges when volatility spikes, buys sharp Nasdaq dips, and otherwise rotates among stocks, commodities, bonds, gold, or the U.S. dollar based on multi-timeframe trends—using leverage only when conditions look favorable.
NutHow it works
1) If market fear (volatility) is surging, short the S&P 500 with a 3x inverse fund. 2) If the Nasdaq-100 dropped >3% in 5 days, play a quick rebound with a 3x Nasdaq fund—unless it already bounced hard—otherwise park in short‑term Treasuries. 3) Else, over 200–600 day windows, vote on stocks vs commodities. If commodities win, hold them; if stocks win and bonds are healthy, use 3x S&P; if not, hold the strongest of Treasuries, S&P, gold, or the U.S. dollar.
CheckmarkValue prop
Out-of-sample edge: ~42.9% annualized return vs ~19.1% for the S&P 500. Calmar ~1.08, Sharpe ~0.94. Higher upside with risk controls, but drawdowns ~39.6% vs ~18.8%. Best for risk-tolerant investors seeking growth.

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Invest in this strategy
OOS Start Date
Jul 27, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, trend following, dip buying, volatility hedge, leveraged etfs, risk-on/risk-off, multi-timeframe rotation
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHO
Schwab Short-Term U.S. Treasury ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
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 toGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.64%. 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.