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Symphonies
AI-EI-OH! | DJ Sandy Feat. Darksage & Deez | 17JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Quarterly mix of tech growth (QQQ, JEPQ), trend‑following gold‑or‑cash (GLD/BIL), Treasuries (TLT/IEF), plus two sleeves that favor the most volatile of SPY/DIA/IWM/QQQ—tilting extra to the top two. Diversified, growth‑biased.
NutHow it works
Every 3 months it sets: - 20% JEPQ (Nasdaq stocks with options income) - 20% QQQ (Nasdaq‑100) - 20% GLD (gold) if its 50‑day avg price > 200‑day; else BIL (T‑bills, cash‑like) - 10% TLT + 10% IEF (long/mid U.S. Treasuries) - 10% in the 2 most volatile of SPY (S&P 500), DIA (Dow 30), IWM (small‑caps), QQQ - 10% in the 3 most volatile of the same (so the top 2 get extra weight)
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe ~1.72 vs 1.32, max drawdown ~12.5% vs 18.8%, beta ~0.69, annualized ~21.17% vs 21.07%. Diversified tech/growth, gold/cash, bonds and volatility tilts aim for steadier growth.

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Invest in this strategy
OOS Start Date
Jun 18, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Multi-asset, tactical, trend-following, tech growth tilt, options income, treasuries, gold, volatility tilt, quarterly rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
JEPQ
J.P. Morgan Nasdaq Equity Premium Income ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toIEF, QQQ, SPY, IWM, GLD, TLTandJEPQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.51%. 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.