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Symphonies
Bento Redux V | 12.24.23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, crash-aware trader that uses stock, bond, and volatility “traffic lights” to switch: leveraged tech/semis in good times, and hedges (VIX, inverse ETFs, Treasuries, dollar/gold) when stressed. Buys dips, sells rips, and rotates to what’s working.
NutHow it works
It reads three “traffic lights”: stocks (S&P 500 trend and big tech), bonds (are rates rising or falling), and fear (volatility spikes). Green: own the fastest growers (often 3x funds like TQQQ = Nasdaq, SOXL = semis, UPRO/SPXL = S&P). Yellow: buy dips. Red: hedge—UVXY/VIXY (VIX), inverse funds SQQQ/SOXS/TECS, or go defensive: Treasuries (TMF/TMV), UUP (US$), GLD (gold), energy/oil (XLE/UCO), Brazil (EWZ). It also rotates among sub‑strategies that have worked best recently.
CheckmarkValue prop
Crash-aware, rules-based rotation across stocks, bonds, and volatility. Out-of-sample: ~17% annualized return with Sharpe ~0.58 and Calmar ~0.32 over 709 days, plus built-in hedges for stress—diversification beyond the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 24, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, regime switching, leveraged etfs, volatility hedging, trend + mean reversion, multi-asset
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.

"Bento Redux V | 12.24.23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Bento Redux V | 12.24.23" is currently allocated toUPRO, SOXL, UGL, BTAL, VIXY, AMD, LABD, UDOWandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bento Redux V | 12.24.23" has returned 16.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Bento Redux V | 12.24.23" is 53.05%. 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 "Bento Redux V | 12.24.23", 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.