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Symphonies
(C) Min Volatility V5 | Anansi | (153/32% Max DD) Since 2022)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “regime switcher” that aims for stock-like gains with smaller crashes by rotating among leveraged growth ETFs, safe-haven bonds/cash, and volatility trades. It uses trend (200‑day), overbought/oversold (RSI), and stress triggers (VIX, junk bonds).
NutHow it works
Daily, rules ask: Is the S&P 500 in an uptrend (above its 200‑day avg)? If yes, lean into fast‑growth bets (TQQQ/UPRO; at times SOXL/TECL/NAIL or top mega‑caps). If things look overheated (high RSI) or after sharp moves, trim/hedge with VIX funds. If trend is weak, shift to hedges (SQQQ/SPXU/TMV) and safe havens (SPLV, BTAL, TLT, UUP, GLD, BIL). A volatility sleeve buys UVIX/VIXY on fear and uses SVIX when calm; junk‑bond strength (HYG) helps confirm risk‑on.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy targets equity upside with hedges and volatility trades, delivering a lower beta (~0.85) and Calmar ~0.44, offering diversification and risk control versus the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime switching, trend following, volatility hedging, tactical allocation, leveraged etfs, sector rotation, hedged equities, bonds, risk management
Tickers in this symphonyThis symphony trades 68 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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 toUPRO, GBTC, TMF, SVIX, MRK, SPXU, BTAL, XLE, ABBV, GLDandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.76%. 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.