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Symphonies
(A) Hold my Cash Long-Term | Lower Volatility Weighting (91/5.6%MDD) 2021 - combo
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “cash‑first” portfolio. It keeps most money in T‑bills, adds hedges when markets look overheated, and buys rebounds when they’re washed out. It also rotates into bonds, gold, oil/nat‑gas, and the dollar when those trends are strong.
NutHow it works
It starts in cash-like T‑bills (tickers BIL/SHV). Each day it asks: are stocks trending up or down (price vs its usual average), are they overheated or washed out (RSI, a 0–100 “hot/cold” meter), and have losses piled up recently? If overheated, it moves to hedges like VIX funds (UVXY/VIXY), anti‑beta (BTAL), or bonds (TLT). If washed out, it buys rebounds in tech (QQQ/TQQQ/TECL) or broad stocks, then steps back to safety. It also rotates into gold (GLD), oil/nat‑gas (DBO/UCO/FCG), or the U.S. dollar (UUP) when they trend.
CheckmarkValue prop
Out-of-sample: 23.9% annualized return vs 17.0% SPY; max drawdown 10.2% vs 18.8%; Sharpe 1.21 vs 0.75; Calmar 2.34. A cash-first, hedged, trend-mean-reversion strategy designed for higher risk-adjusted returns with smaller losses than the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, defensive/hedged, trend+mean reversion, volatility hedges, leverage/inverse etfs, daily rebalance
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, SPXL, SPY, TECL, TQQQ, LLY, SHV, EDZ, XLE, QLD, GLD, TLT, XLK, TMV, SCHD, VIXM, VUG, BIL, COST, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.22%. 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.