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Symphonies
BE's 11th Opus l Dippy AAA + HnL l Jun 5th 2017
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, multi‑sleeve strategy that rides strong stock trends (often via 3x tech/semis), buys dips, and pivots to bonds, gold, commodities or the U.S. dollar—using volatility hedges—when markets weaken or get overheated.
NutHow it works
Rebalanced daily, split across 3 sleeves (25%/25%/50%). A safety brake parks in short‑term Treasuries when volatility surges. In uptrends it rides stocks (3x NASDAQ TQQQ, 3x S&P SPXL/UPRO, 3x semis SOXL) and may add healthcare/utilities (CURE/UTSL). If prices run too hot it hedges with volatility (UVXY); if washed‑out it buys the dip. When stocks fade, it shifts to Treasuries (TMF/TMV), gold (GLD), commodities (PDBC/DBC), or the U.S. dollar (USDU/UUP). A bond trend check (TLT vs IEF) steers bond vs gold.
CheckmarkValue prop
Dynamic, regime-driven strategy with hedges (volatility, Treasuries, gold, dollar) and daily rebalancing. OOS: Sharpe ~0.97, beta ~0.70, ~15.9% annual return, Calmar ~0.73. Diversifies risk and offers a smoother, defensive tilt vs SPY.

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Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Daily tactical rotation, leveraged etfs, momentum/trend, risk-on/risk-off, volatility hedging, macro rotation
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
MOAT
VanEck Morningstar Wide Moat ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PHDG
Invesco S&P 500 Downside Hedged 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 toUPRO, IEF, USDU, TMF, CURE, SPXL, TQQQ, GLD, TMV, BILandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.77%. 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.