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Symphonies
(C) Golden Ratio Sorter (282/33) Since 2021 - 38 STD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, multi-sleeve portfolio that rides big-tech momentum, times emerging markets long/short, toggles bonds and gold long/short, and uses managed futures and volatility hedges to cut drawdowns. Very aggressive; uses leveraged/inverse ETFs.
NutHow it works
Your money is split into sleeves. Each sleeve follows simple rules: ride strong trends, buy big dips, and hedge when prices look too “hot.” It uses RSI (a 0–100 “hot/cold” score) and moving averages (trendlines like the 200‑day). Core sleeve rides leveraged tech (e.g., TQQQ); others flip EM stocks bull/bear, toggle long/short bonds and gold, and use KMLM (managed futures) as a regime switch. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy returns 29.5% annually vs SPY’s 28.5%, with diversified alpha from tech momentum, EM timing, bonds, gold, and managed futures. Calmar ≈ 1 signals solid risk control; higher drawdowns may occur, but regime upside exists.

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Invest in this strategy
OOS Start Date
Mar 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Aggressive multi-asset rotation, leveraged/inverse etfs, tech momentum, em timing, bonds/gold toggles, managed futures (kmlm), volatility hedges, daily rebalance
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AEM
Agnico Eagle Mines Ltd.
Stocks
AGI
Alamos Gold Inc. Class A Common Shares
Stocks
AR
ANTERO RESOURCES CORPORATION
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CTVA
Corteva, Inc. Common Stock
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 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 toGDX, BTAL, EDC, GLD, IVV, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.91%. 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.