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Symphonies
Auto Composer Ensemble 1 (Maybe Overfit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation. It goes aggressive (3x tech/sector ETFs) when trends are strong and volatility is tame, and shifts to diversifiers or cash (KMLM, BTAL, GLD, XLP, BIL) when risk rises. KMLM is used often as a diversifying “referee.”
NutHow it works
Each day it picks a few mini‑models with the least recent damage, then each mini‑model chooses one holding. Choices are based on simple checks: recent % gains (momentum), trend vs a moving average, a short‑term strength score (RSI), and a volatility gauge (VIX). If strength is broad and calm, it uses aggressive 3x funds (e.g., TQQQ). If risk rises, it parks in safer spots like T‑Bills (BIL), staples (XLP), gold (GLD), BTAL, or KMLM (managed‑futures).
CheckmarkValue prop
Daily, rules-based risk-on/risk-off rotation with defensive hedges (KMLM/BTAL, GLD, XLP, BIL). It diversifies SPY, aims for smoother volatility across regime shifts, and captures upside in trends while mitigating tail risk.

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Invest in this strategy
OOS Start Date
May 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend & momentum, risk-on/risk-off, leveraged etfs, managed futures, defensive hedges
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DFEN
Direxion Daily Aerospace & Defense Bull 3X Shares
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
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 toAVGO, BITO, NUGT, STRL, LLY, TMV, MSFTandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.72%. 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.