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

About

A daily 60/40 tactical portfolio: 60% rotates into S&P 500 sectors using a “too hot/too cold” gauge (RSI), going to T‑bills when overheated and buying dips when oversold. 40% is an adaptive hedge that times Treasuries and volatility, can short stocks, or sit in cash.
NutHow it works
Simple view: 60% rotates among the 11 S&P 500 sectors (e.g., XLK=tech, XLF=financials). It uses RSI—a “too hot/too cold” meter based on recent ups vs downs. If a sector looks too hot (>80), it parks in T‑bills (BIL). If very cold (<30), it buys that sector—sometimes using a faster, leveraged fund if the trend is strong. If nothing is extreme, it buys the best‑trending sector. 40% is a hedge that flips among long/short Treasuries (TMF/TMV), long volatility (VIXY/UVXY) when stocks are overheated, short volatility (SVXY) when calm, short S&P 500 (SH) in downtrends, or cash‑like bonds (SHV/BND/BTAL). Uses leveraged/volatility ETFs; high risk.
CheckmarkValue prop
Out-of-sample edge: stronger upside, better risk-adjusted returns than the S&P. OOS annualized return ~49.9% vs 22.3%; Sharpe ~1.56 vs 1.20; Calmar ~2.62. Dynamic sector timing with hedges aims to protect capital and compound.

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Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation,tactical allocation,rsi,momentum,treasuries,volatility,hedged,leveraged etfs,daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toCURE, SVXY, TECL, SHV, VIXMandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.88%. 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, crypto, and options.