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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

A daily, tactical, multi‑asset portfolio that rides stock uptrends (often tech/semis, sometimes with 3x ETFs) but quickly de‑risks into bills/Treasuries, low‑vol/market‑neutral, gold/commodities, volatility hedges, or managed futures (KMLM) when risk rises.
NutHow it works
Plain English: each day it asks “are stocks trending up or overheated?” using simple gauges (RSI = 0–100 ‘heat’; high=stretched, low=washed‑out) and long‑term averages. • Uptrend: ride U.S./tech/semis (sometimes 3x funds like TQQQ/TECL/SOXL). • Heat or fear: pivot to T‑bills (BIL/SHV), Treasuries, low‑vol/market‑neutral, gold/oil, or inverse QQQ/bonds. • KMLM = a managed‑futures fund used when tech leadership fades.
CheckmarkValue prop
Daily, tactical multi-asset strategy with crisis resilience. Out-of-sample: Sharpe ~1, Calmar ~1.80, max drawdown ~8% vs S&P ~19%—delivering smoother upside and stronger downside protection.

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Invest in this strategy
OOS Start Date
Dec 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,multi-asset,momentum + mean reversion,volatility hedge,trend following,managed futures,leveraged etfs,regime switching
Tickers in this symphonyThis symphony trades 96 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
AJG
Arthur J. Gallagher & Co.
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BWZ
SPDR Bloomberg Short Term International Treasury Bond ETF
Stocks
COST
Costco Wholesale Corp
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 toILCG, FCG, IEF, PGR, KOLD, TMF, AJG, QQQ, XMPT, NVO, SVXY, UUP, EEMV, DBC, SHY, SPY, DBO, TECL, MO, LLY, SHV, XLE, EDC, SH, EDV, GLD, TMV, SCHD, VIXM, BIL, SQQQ, IYW, COST, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 12.77%. 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, and options.