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Symphonies
(A) AGG Indicator with Tangency 18 (39/4.6%MDD) 2021
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule‑driven, daily‑rebalanced portfolio that tilts into tech/growth when trends are strong, and quickly hedges or shifts to bonds/cash/commodities when markets look overheated or fearful. Uses RSI, moving averages, and VIX to rotate and size positions.
NutHow it works
Daily, it checks simple signals: trend (moving averages), heat/strain (RSI), and volatility (VIX). If stocks trend up and vol is calm, it leans into tech/growth (sometimes with leverage). If markets look hot or fear spikes, it adds hedges (VIX funds, inverse ETFs, T‑bills) or rotates to bonds/gold/commodities. Position sizes favor calmer assets. RSI: high = hot/overbought; low = washed out/oversold.
CheckmarkValue prop
Rule-based, daily-rebalanced multi-asset strategy. In OOS, Sharpe ~1.53 (vs SPY 0.80), Calmar ~2.47, max drawdown ~3.6% (vs SPY ~18.8%). Provides downside protection with growth when favorable; strong risk-adjusted upside.

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Invest in this strategy
OOS Start Date
Dec 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,multi-asset,momentum,mean reversion,volatility hedging,leveraged etfs,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 toILCG, XME, FCG, IEF, EUM, PGR, BGX, TMF, DBA, QQQ, COKE, NVO, SVXY, UUP, EEMV, DBC, GE, SHY, SPY, TECL, TQQQ, LLY, SHV, EDZ, XLE, GLD, TLT, TMV, SCHD, VIXM, BIL, COST, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 8.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.63%. 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.