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Symphonies
C25.1 APM Version of Hedged Sector using BIL Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily‑rebalanced 60/40 portfolio: 60% hunts for the best US stock sector (or T‑bills when overheated). 40% runs active hedges in bonds, volatility, and short funds to soften drawdowns. Uses leveraged/volatility ETFs; expect larger swings.
NutHow it works
60%: Rotates among 11 US stock sectors using RSI (a “hot/cold” meter). Too hot (>80)? Park in T‑bills. Washed‑out (<30)? Buy that sector, often via a 2x/3x fund. Otherwise, own the strongest‑trending sector. 40%: A hedge that flips among long/short Treasuries, volatility funds, cash, or short market ETFs to cushion sell‑offs. Rebalanced daily. Leveraged/volatility funds used; expect bigger swings.
CheckmarkValue prop
Out-of-sample: ~48.6% annualized return, Sharpe 1.56, Calmar 2.55—far above the S&P (≈21.6% return, Sharpe 1.20). Drawdown ~19% vs ~18.8% SPY. Higher volatility, but superior risk-adjusted upside from hedged leverage.

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Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, tactical hedging, momentum, mean reversion, bonds, volatility (vix), leveraged etfs, inverse etfs
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
LTL
ProShares Ultra Communication Services
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 toERX, TECL, BTAL, SHVandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.03%. 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.