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Symphonies
C-DTMS (Longer Backtest Mod) - 24May2019
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑weather, rules‑based rotation across tech, dividend stocks, bonds, gold and commodities. Buys dips, trims overheated markets, and adds hedges when volatility spikes. Heavy use of leveraged ETFs means returns and drawdowns can be large.
NutHow it works
Rule-driven “symphony” that shifts between offense and defense. - Uses tech vs defensives (XLK vs XLU/XLP) as a compass. - RSI (a speedometer: >70 too hot, <35 too cold) on QQQ/SPY/TQQQ to hedge overheating or buy dips. - Trend filter picks commodity winners; else parks in managed‑futures. - Bond sleeve flips among Treasuries, short‑bond funds, and US$ as rates change.
CheckmarkValue prop
Out-of-sample annualized return ~46% vs S&P 500 ~21%, with Sharpe ~1.45 and Calmar ~2.11—driven by disciplined asset rotation and hedges. Aims for bigger upside with managed risk; be aware drawdowns can exceed the index.

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Invest in this strategy
OOS Start Date
Feb 13, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical multi-asset, sector rotation, trend-following, mean reversion, leveraged etfs, volatility hedging, managed futures, commodities, bond timing
Tickers in this symphonyThis symphony trades 48 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
CCOR
Core Alternative Capital
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CORN
Teucrium Corn Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FAAR
First Trust Alternative Absolute Return Strategy 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 toVGLT, PHDG, CCOR, USO, DBMF, COM, TECL, UGL, SPHD, GLD, BOIL, VGITandFAAR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.80%. 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.