Skip to Content
Symphonies
Bond blend, else top 2 sectors (Low Risk)
Today’s Change
—

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

About

Stocks look “hot”? Move to Treasuries and a volatility hedge. Otherwise, rotate into the two most active sectors, using 2× bull or 2× bear funds guided by simple hot/cold and trend checks. Uses leveraged ETFs, so risk can be high.
NutHow it works
Every few days it checks a simple “heat gauge” (RSI) on the S&P 500. - If very hot (>70): shift mainly into U.S. Treasury bonds (esp. long‑term) using timing rules, add ~20% UVXY (a crash hedge), and pick 2 active Treasury ETFs. - Otherwise: pick the 2 liveliest stock sectors and use 2× bull or 2× bear funds based on each sector leader’s heat and trend. RSI = 0–100 hot/cold; moving averages = trend. TMF up when long‑term yields fall; TMV up when they rise; UVXY often spikes in panics.
CheckmarkValue prop
Out-of-sample annualized return: ~39.4% vs SPY ~22.6%; Calmar ~1.29, signaling strong risk-adjusted upside. Bond/volatility hedges plus sector rotation target regime shifts to outperform the S&P.

Loading backtest data...

Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation,bonds,sector rotation,leveraged etfs,volatility hedge,trend/mean‑reversion
Tickers in this symphonyThis symphony trades 44 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIB
ProShares Ultra NASDAQ Biotechnology
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
DIG
ProShares Ultra Energy
Stocks
DUG
ProShares UltraShort Energy
Stocks
IEF
iShares 7-10 Year Treasury Bond 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 toROM, DIGandUSD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.49%. 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.