Skip to Content
Symphonies
Backtest: Four Corners | No metals/No VPU edition | SHARED
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based ETF rotation that first reacts to spikes (jumpy, oversold, overbought). Otherwise it uses a 2×2 dashboard—growth vs utilities and credit vs cash—to pick diversified Bull/Hedge/Bear mixes. Focus on liquidity and risk-adjusted return; no utilities/metals held.
NutHow it works
1) Volatility check: If QQQ is very jumpy, shift to safety—either world stocks + investment‑grade bonds, or hedges (short S&P, long USD, long Treasuries) picked via RSI (a 0–100 recent‑strength score). 2) Extremes: If QQQ is oversold (RSI<31) buy a bounce (tech/semis + Treasuries); if overbought (RSI>78) hedge (long Treasuries, anti‑beta, VIX). 3) Core: Otherwise a 2×2 dashboard—growth vs utilities (QQQ vs VPU) and credit vs cash (CORP vs BIL)—selects Bull/Hedge/Bear mixes. Utilities/metals aren’t held; cash uses BIL.
CheckmarkValue prop
Out-of-sample edge: 32.4% annualized return vs 19.5% for the S&P, with Calmar 1.54. A volatility-gated, 2×2 rotation delivers higher upside with disciplined risk and strong liquidity.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 7, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation, momentum & volatility filters, defensive hedging, risk-adjusted focus
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTQQQ, VTandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.41%. 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, crypto, and options.