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Symphonies
All weather (35,10,2011)
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 “all‑weather” mix. Uses trend and RSI to rotate among tech‑heavy stocks, bond longs/shorts, and commodities, with cash/volatility hedges when signals are weak or markets look overheated.
NutHow it works
Daily, it splits roughly 50% stocks, 20% bonds, 30% commodities, then applies two tools: trend (price vs moving averages) and a short-term “hot/cold” meter (RSI 0–100). Stocks lean to QQQ/tech unless markets look “too hot,” then it hedges with VIXY; in weak trends it may shift to BTAL or cash-like BIL. Bonds flip between 3× long Treasuries (TMF), 3× short (TMV), or BIL. Commodities (DBC/XME, GLD, DBO, FCG) are owned on favorable trends; otherwise BIL; nat‑gas may be shorted via KOLD.
CheckmarkValue prop
Adaptive all-weather strategy with out-of-sample Sharpe 1.59, Calmar 3.78, and 19.2% annual return. Low SPY beta (~0.31) and diversified rotations across stocks, bonds, and commodities with hedges—offering stronger risk-adjusted growth than the S&P 500.

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OOS Start Date
May 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend-following, rsi contrarian, commodities, treasuries, volatility hedge, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FCG
First Trust Natural Gas ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IYY
iShares Dow Jones U.S. ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"All weather (35,10,2011)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"All weather (35,10,2011)" is currently allocated toXME, TMF, QQQ, DBC, DBO, GLD, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "All weather (35,10,2011)" has returned 19.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "All weather (35,10,2011)" is 5.07%. 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 "All weather (35,10,2011)", 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.