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Symphonies
Champagne & Cocaine
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast-moving, regime-switching portfolio. It sprints in bull markets with leveraged tech, cuts risk on panic or overbought spikes, and can hedge or short in bears. Uses KMLM (managed futures), Treasuries, gold, and volatility as shock absorbers.
NutHow it works
Rebalanced daily. Tripwires first: if volatility jumps, park in T-bills (BIL). If stocks look too hot (RSI>80; RSI = short-term hot/cold), hedge 30 days with Treasuries (EDV), volatility (VIXY) and anti-beta (BTAL). If too cold (RSI<30), buy the dip with 3x index funds (TQQQ/SPXL). Then a 2×2 regime test (growth vs utilities; credit vs T-bills) blends leveraged stocks, Treasuries, gold or shorts. KMLM (managed-futures) is a risk barometer. Side sleeves add quality stocks and tactical EM.
CheckmarkValue prop
Out-of-sample annualized return ~37% vs S&P ~18%, with stronger risk-adjusted Sharpe (~1.59 vs ~1.03) and Calmar (~1.86). A regime-switching, hedged, diversified approach aims for tech-led upside while dampening drawdowns vs S&P.

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Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime switching, tactical allocation, leveraged etfs, hedging, trend following, managed futures, volatility, emerging markets
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
COST
Costco Wholesale Corp
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets 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.

"Champagne & Cocaine" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Champagne & Cocaine" is currently allocated toUPRO, NVO, DBMF, GE, TBT, TQQQ, LLY, EDC, VT, EDV, QID, COST, TBFandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Champagne & Cocaine" has returned 35.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Champagne & Cocaine" is 19.77%. 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 "Champagne & Cocaine", 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.