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Symphonies
(B) IC The Hawk and The Serpent (71/9% MDD) Since 2019
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rules‑based portfolio that rides trends in 3× S&P/Nasdaq and Treasuries, buys big dips, and shifts to gold, the US dollar, defensive stocks, bonds, or volatility hedges when conditions worsen. Includes oil/nat‑gas/commodities trend sleeves.
NutHow it works
Rebalances daily. First picks Risk‑On or Risk‑Off using simple signals: - RSI: 0–100 gauge of recent move speed; low=oversold (buy dips), high=overheated (hedge). - Volatility (std‑dev), recent max drop, and the 200‑day average decide if markets are calm/falling/trending. Risk‑On: ride trends with 3× UPRO/TQQQ and often 3× Treasuries (TMF), sized by recent volatility; also buys big 5‑day QQQ/SPY dips. Risk‑Off: shift to GLD (gold), UUP (US$), XLP (defensive), short‑term Treasuries, or volatility funds (UVXY/VIXY/SVXY). Side sleeves trend‑trade oil/nat‑gas/commodities and flip long/short Treasuries.
CheckmarkValue prop
Out-of-sample, this strategy delivers stronger risk-adjusted results vs the S&P: Sharpe 1.144 vs 1.113, max drawdown 15.85% vs 18.76%, Calmar 1.137. Diversified trend/hedge sleeves offer similar upside with notably lower risk.

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Invest in this strategy
OOS Start Date
Sep 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,leveraged etfs,trend/momentum,volatility hedges,commodities,energy,gold,us dollar,treasuries,buy-the-dip
Tickers in this symphonyThis symphony trades 82 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COP
ConocoPhillips
Stocks
CURE
Direxion Daily Healthcare Bull 3X 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 toUPRO, XME, FCG, IEF, XLV, KOLD, USDU, TMF, SMH, QQQ, SVXY, UUP, DBC, NVDA, SHY, OILK, SPY, DBO, BTAL, VLO, SPXS, TQQQ, SHV, XLE, AAPL, AMZN, MPC, TSLA, XLU, AMD, GLD, TSM, XLK, TMV, SCHD, MSFT, VIXM, BIL, SQQQ, TYO, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.85%. 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.