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Symphonies
Agressive Battleship III / Heavily Modded by WM 74 BT to Nov 2018
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, high‑octane, rules‑driven rotation. It owns leveraged stock ETFs in uptrends, shifts to cash/bonds or short/volatility hedges when fear rises, and tilts to commodities/gold when inflation leads. Very high risk and turnover.
NutHow it works
Each day it reads a dashboard: stock trend (SPY’s 100‑ vs 400‑day average), “fear” (VIXM’s RSI: a speedometer of recent moves), short‑term drops, bonds vs T‑Bills, and whether commodities (DBC) trend up. If conditions are good, it rides leaders with 3x stock funds (UPRO/TQQQ). If fear spikes or damage builds, it moves to cash/T‑Bills or hedges with inverse/volatility funds (SPXU/UVXY). If inflation/commodities lead, it rotates to gold, oil, and broad commodities.
CheckmarkValue prop
Out-of-sample edge: ~44.5% annualized vs SPY ~22.4%; Sharpe ~1.64 vs ~1.20; Calmar ~4.04; max drawdown ~11% vs ~19%. This rules-driven strategy targets more upside via leveraged trends, hedges, and inflation plays with controlled risk.

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Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Aggressive rotation, leveraged etfs, trend/momentum, risk-on/off, commodities, treasuries/cash, volatility hedges
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 toUPRO, VXX, ERX, UGL, TQQQ, UVXY, IAU, URE, VEAandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.03%. 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.