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Symphonies
Backtest: Four Corners | No metals/No VPU edition | SHARED
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based ETF strategy with three layers: panic‑safety, quick swing trades, and a core 2×2 regime (tech vs utilities and credit on/off). It rotates among stocks, bonds, cash, and hedges to pursue smoother, higher risk‑adjusted returns while avoiding oversized shorts.
NutHow it works
Three speeds. 1) If the Nasdaq gets very jumpy (big recent day‑to‑day swings), move to safety mixes. 2) If it looks washed‑out or too hot (a simple 0–100 “hot/cold” gauge of recent buying vs selling), take short, balanced bounce/pop trades. 3) Otherwise, use a 2×2 core: if big tech is stronger than utilities, lean growth; if not, lean defense. A credit check (corporate bonds vs T‑bills) then picks a bull or bear mini‑portfolio, each spread across 2–4 liquid ETFs.
CheckmarkValue prop
Out-of-sample, this rules-based strategy targets ~29% annual return vs ~19% for the S&P 500, with a disciplined risk framework (Calmar ~1.38) and adaptive hedging across market regimes—aiming stronger compounding with liquid ETFs.

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Invest in this strategy
OOS Start Date
Apr 7, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical multi-asset etfs, regime switching, volatility control, momentum/mean‑reversion, defensive hedging, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 20 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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LTPZ
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
TECL
Direxion Daily Technology 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 toBTALandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.03%. 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.