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Symphonies
(A) Tangency Portfolio 19 (69/6% MDD) Since 2012
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily‑rebalanced, multi‑asset rotation that chases equity uptrends (often tech) but layers in hedges when markets look stretched or weak. Uses simple signals to flip among stocks, bonds, gold, commodities, dollar, volatility hedges, and managed‑futures‑style defensives.
NutHow it works
It watches simple gauges of trend and “heat” (price vs its average; RSI = a speedometer of recent ups/downs: high = overheated, low = washed‑out). When stocks run hot, it blends in hedges (VIXY = volatility hedge, BTAL = defensive long/short). When trends are healthy, it tilts to stocks—often tech (QQQ, XLK; sometimes 2–3x funds like TQQQ/TECL). When stress rises, it shifts toward Treasuries/cash, gold, the dollar, commodities, or managed‑futures (KMLM‑style). Rebalances daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.21 vs 0.98; annual return ~19.27% vs 19.18%; max drawdown 8.06% vs 18.76%; beta 0.64. Stronger risk-adjusted returns with far better downside protection and diversified hedges versus the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, risk-on/risk-off, trend-following, mean-reversion, volatility-hedged, leveraged/inverse etfs, managed futures, sector rotation
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, IEF, PGR, BGX, TMF, AJG, QQQ, NVO, UUP, EEMV, DBC, SHY, SPY, TECL, MO, TQQQ, LLY, SHV, EDZ, XLE, GLD, TLT, SCHD, BIL, IYW, COSTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.06%. 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.