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Symphonies
(B) NOVA | Steadfast Portfolio | IamCaptn Mod (208/27% MDD) Since 2020)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven, daily-rotating portfolio. It chases strong uptrends (often tech) with leveraged ETFs, but when markets look overheated or fragile it flips fast into Treasuries, cash, volatility hedges, or short ETFs. Also opportunistically trades energy/commodities.
NutHow it works
It’s a daily, rules-based switcher. Simple gauges decide where to be: - RSI: a 0–100 “speed-of-move” meter; >70 = hot/overbought, <30 = cold/oversold - Trend: price vs 200‑day average - Fear: VIX funds (UVXY/VIXY) Risk‑on: TQQQ/TECL/SOXL/UPRO (leveraged tech/S&P). Calm: SVXY. Defense: TLT/TMF (Treasuries), cash (BIL/SHV). Crash‑hedge/shorts: UVXY/VIXY, PSQ/SH/SPXU/SQQQ. Also rotates into energy/commodities (XLE, DBC).
CheckmarkValue prop
Disciplined, rules-based rotation that rides trends and hedges fast in drawdowns. OOS Sharpe ~0.52, beta ~0.84, Calmar ~0.35, with bonds, volatility hedges, and commodities. A risk-aware, lower-correlation alternative to the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, volatility hedging, leveraged etfs, mean reversion, bonds, commodities, macro rotation
Tickers in this symphonyThis symphony trades 125 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
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
BWZ
SPDR Bloomberg Short Term International 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 toDBMF, SPXU, SHV, XLE, EDC, SH, DUG, TMV, BIL, ERYandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.56%. 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.