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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

Aggressive, rules‑based rotation that rides strong tech/semis with leveraged ETFs, hedges or shorts when markets overheat, and shifts to cash/bonds/gold/dollar or rate trades in weak markets. Includes crash hedges via VIX funds and an ARK long/short sleeve.
NutHow it works
First it decides the “regime” (healthy uptrend or danger) using long‑term trends in the S&P 500 (SPY) and US Treasuries and how jumpy commodities are. In uptrends it buys fast‑moving tech/semis via 2x/3x ETFs (TQQQ, TECL, SOXL). If prices look “too hot” (RSI = short‑term speedometer), it hedges/shorts (SQQQ, SOXS) or buys VIX funds (UVXY/VIXY). In downtrends it parks in T‑Bills (BIL), gold (GLD), USD (UUP), or plays falling/rising rates (TMF/TMV). Small sleeves flip ARK long (TARK) or short (SARK).
CheckmarkValue prop
Dynamic regime-switching strategy tilts to tech leaders in uptrends and hedges risk in volatility, offering diversification beyond the S&P 500. Out-of-sample: ~20% annualized return, Sharpe ~0.64, but ~53% max drawdown.

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Invest in this strategy
OOS Start Date
Dec 24, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, regime switching, leveraged etfs, trend following, mean reversion, volatility hedge, momentum, macro rates
Tickers in this symphonyThis symphony trades 89 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation 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.

"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 toENPH, SARK, ARKG, LABU, YANG, TARKandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Bento Redux V | 12.24.23" has returned 15.27%. 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, and options.