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Symphonies
Black Panther's Vibranium Vault | BT 01-17-2017
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend‑ and volatility‑aware rotation. It buys dips in 3× tech/semis/S&P during uptrends, then hedges or flips to volatility (UVXY), dollar, gold or T‑Bills when markets are overheated or fear spikes. Very high risk; frequent trading.
NutHow it works
Daily it asks: 1) Uptrend or not (SPY above its 200‑day; tech leading staples)? 2) Hot or cold (RSI: >~80 = overheated, <~30 = washed‑out)? 3) Is fear rising (VIX/VIXY)? In uptrends it buys dips in 3× equity funds (TQQQ, TECL, SOXL, SPXL). When overheated or fear rises it hedges/rotates to UVXY/VIXY (vol), UUP (US$), GLD (gold), or BIL/SHY/TMF (Treasuries). In chop, it picks the least‑risky option.
CheckmarkValue prop
This strategy targets higher upside in uptrends with disciplined hedging. Out-of-sample: ~29.6% annualized return vs SPY ~17%; Sharpe ~0.85; Calmar ~0.97. Expect higher drawdowns (~30%), but hedges help in volatility spikes.

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Invest in this strategy
OOS Start Date
Oct 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, volatility hedging, trend following, mean reversion, risk-on/risk-off
Tickers in this symphonyThis symphony trades 101 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGRO
iShares Core Dividend Growth ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets 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 toUSDU, USO, UUP, DBC, OILK, SPY, COMT, BTAL, GLD, PDBC, BIL, SQQQ, TYO, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.54%. 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.