Skip to Content
Symphonies
BE's 6th Opus l Pop + Hedges l Jun 2nd 2017
Today’s Change
—

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

About

Active, rules-driven mix of tech growth and macro hedges. Buys 3x index ETFs on deep dips, hedges when markets are too hot, and otherwise follows the long-term trend. Rotates among bonds, commodities, gold, and the dollar; parks in T-Bills when risk spikes.
NutHow it works
Daily, it splits 30/50/20%. 1) Circuit breaker: if volatility is hot, move to short term Treasuries. Else pick two from tech, bonds, commodities, gold, dollar by 6‑month leaders, sized by recent vol. 2) Three Pop Bots (S&P, Nasdaq, semis): buy dips (RSI<30), hedge when hot (RSI>80->UVXY), else follow the 200‑day trend with a hedged basket. 3) Double Pop Bots add extra safety checks; if they fail, sit in T‑Bills. RSI=0–100 heat meter.
CheckmarkValue prop
Out-of-sample edge: 24.27% annualized return vs 21.44% for the S&P, with beta ~0.76 and Calmar ~1.09. Higher upside from tech-led, hedged rotations; better risk-adjusted growth through regime-aware hedging and diversification.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, momentum & mean reversion, leveraged etfs, volatility hedging, regime switching
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 toUPRO, IEF, USDU, CURE, SPXL, TQQQ, PDBC, BILandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.27%. 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, crypto, and options.