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Symphonies
80/20 -> 100/0 Markov Chain Equities x Markov Volatility x Sector Rotator 218% RR, 23.6% Max DD, 43.5% SD 2019 BT)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Two‑sleeve tactical system: 80% hunts the strongest sector or switches between TQQQ/QQQ/Treasuries/short QQQ based on trend, volatility and dip size; 20% trades “fear” (SVXY/BIL/VIXY). Very aggressive—uses leveraged funds and fast regime switches.
NutHow it works
- 80% Equity sleeve: If a short‑term “hot/cold” meter (RSI) says stocks look overheated, it briefly hedges with a fear ETF (VIXY). Otherwise it either rotates into the strongest U.S. sector (sometimes a leveraged fund) or uses a QQQ trend check: calm uptrend=TQQQ (3x), choppy uptrend=QQQ, downtrend=Treasuries or short QQQ. It also buys big dips. - 20% Volatility sleeve: When fear is fading it shorts volatility (SVXY); when fear is rising it parks in T‑Bills (BIL), sometimes briefly going long volatility (VIXY). Signals use trend (moving averages) and choppiness (standard deviation).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.51 vs 0.95, annualized return ~72% vs ~17%, Calmar 2.62. Higher upside with regime switching; drawdowns can be larger, but the strategy aims for stronger risk-adjusted gains than the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, sector rotation, regime switching, volatility trading, leveraged etfs, momentum, risk management
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 toCURE, SVXY, TQQQandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 71.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.42%. 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.