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Symphonies
Backtest: Four Corners
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, risk-first ETF strategy. A safety brake handles turbulence; quick trades buy dips/fade pops; core 2×2 (Nasdaq growth vs Utilities; credit vs cash) picks diversified baskets. Seeks high Sharpe, avoids big shorts, uses leverage only selectively.
NutHow it works
1) Safety brake: if Nasdaq-100 (QQQ) is swinging wildly, shift to safer mix (Treasuries, gold) or small stock shorts, guided by a simple 0–100 “hot/cold” gauge (RSI) on Treasuries vs short‑Nasdaq. 2) If swings are normal, two quick trades: buy sharp dips or fade overheated pops. 3) Otherwise use a 2×2 core: growth (QQQ) vs defense (Utilities, VPU) and credit‑on (corporate bonds, CORP) vs cash (T‑Bills, BIL). Each basket holds 3–4 liquid ETFs with modest, selective leverage.
CheckmarkValue prop
Out-of-sample edge: 23% annualized return vs 19% for SPY; lower drawdown (~17.9% vs ~18.8%); Calmar ~1.29. A rules-based, volatility-gated, multi-asset strategy for steadier, higher risk-adjusted growth with limited leverage.

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Invest in this strategy
OOS Start Date
Apr 6, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation,risk-on/risk-off,momentum and mean-reversion,volatility filter,multi-asset etfs,selective leverage,downside protection
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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LTPZ
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund
Stocks
PICK
iShares MSCI Global Metals & Mining Producers ETF
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.

"Backtest: Four Corners" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Backtest: Four Corners" is currently allocated toVCLT, PICK, VWO, VTandVAW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Backtest: Four Corners" has returned 25.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Backtest: Four Corners" is 17.86%. 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 "Backtest: Four Corners", 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.