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Symphonies
Adaptive All Weather 1.3a Pop Bots l BrianE Mod l Oct 10th 2016
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily it flips between buying oversold 3x stock funds for quick rebounds, hedging with UVXY when stocks look overheated, and a core 30/55/15 all‑weather mix that adapts to interest rates and volatility. Heavy use of leveraged ETFs; high risk.
NutHow it works
Rebalanced daily. It switches among three modes: 1) Pop trades: buy 3x stock funds (SPXL/TQQQ/SOXL) when they look oversold (RSI, a 0–100 hot/cold score, <30) for a bounce. 2) Pullback hedge: if they look overheated (very high RSI), buy UVXY, a fear fund that jumps when stocks fall. 3) Otherwise a 30/55/15 mix of stocks/bonds/commodities that adapts to rates and volatility: long Treasuries when rates fall; USD/inverse‑bond funds when rates rise; rotate into defensive stock sectors; park in T‑bills if volatility spikes. Uses leveraged ETFs; high risk.
CheckmarkValue prop
Out-of-sample annualized return ~37.6% vs SPY ~23.3%, Calmar ~1.31 signaling solid risk-adjusted gains. An adaptive, regime-aware mix aiming for higher upside and resilience vs the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 3, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, mean reversion, trend/regime filters, bonds and usd tilts, commodities
Tickers in this symphonyThis symphony trades 43 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
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 toUSDU, USO, UUP, DBC, OILK, COMT, BTAL, GLD, PDBC, BIL, SQQQ, TYOandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.00%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.67%. 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.