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Symphonies
BE's 6th Opus l Pop + Hedges l Jun 2nd 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 mix: a 30% macro sleeve that rotates among stocks, bonds, commodities, gold and the dollar; 50% ‘Pop Bots’ that buy sharp dips or hedge spikes in S&P/Nasdaq/Semis; and 20% ‘Double Pop’ with stricter filters. Uses leveraged ETFs; high risk.
NutHow it works
Daily, 3 sleeves: (1) 30% rotates among tech, long/short Treasuries, commodities, gold and the US dollar using 6‑month leaders; if fear spikes, parks in SHY. (2) 50% “Pop Bots” for S&P/Nasdaq/Semis: buy 3x funds on sharp dips, hedge with UVXY on spikes, else use a trend‑aware hedged mix. (3) 20% “Double Pop” adds extra filters; no signal = T‑Bills.
CheckmarkValue prop
Out-of-sample return 24.1% vs 21.1% for the S&P, Calmar ~1.08, beta ~0.77. Diversified macro strategy (stocks, bonds, commodities, dollar, gold) with dynamic hedges and daily rotation for higher, more resilient upside vs the S&P.

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Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Multi-asset rotation, leveraged etfs, mean-reversion and trend, volatility hedges, tech-heavy, daily rebalance
Tickers in this symphonyThis symphony trades 23 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
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor 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 toUPRO, IEF, USDU, CURE, SPXL, TQQQ, TMV, BILandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.35%. 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.