Skip to Content
Symphonies
Aggressive Bots 2: AAA
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules‑driven rotation that rides tech uptrends with 3x ETFs, then swiftly hedges. Uses short‑term RSI “too hot/too cold” signals, 6‑month momentum to pick winners (tech, bonds, gold, commodities, USD), inverse‑vol sizing, and regime checks to de‑risk.
NutHow it works
It rotates among: 3x stock funds (SPXL, TQQQ, SOXL), long/short Treasuries (TMF/TMV), gold (GLD/UGL/JNUG), commodities (PDBC), and the US dollar (USDU). Signals: - RSI (0–100) on 10‑day: >80 = “too hot” → shift to UVXY; <30 = “washed out” → buy the 3x fund. - 6‑month momentum picks the best 2 assets; sized by inverse volatility. - Stock vs bond and bond‑internal RSI filters decide when to hedge (SH/BIL/XLU/TLT).
CheckmarkValue prop
Out-of-sample: 24.81% annualized return vs SPY 21.14%, Calmar ~1.01, diversified rotation across tech, bonds, gold, commodities and USD with hedges. Higher upside but larger drawdowns (~24.5%) than the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical-asset-allocation, trend-following, momentum, regime-switching, leveraged-etfs, volatility-hedging, risk-parity-lite
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
JNUG
Direxion Daily Junior Gold Miners Index Bull 2X ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SH
ProShares Short S&P500
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.

"Aggressive Bots 2: AAA" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Aggressive Bots 2: AAA" is currently allocated toUSDU, TMF, GLDandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Aggressive Bots 2: AAA" has returned 26.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Aggressive Bots 2: AAA" is 24.50%. 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 "Aggressive Bots 2: AAA", 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.