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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, daily‑rebalanced, risk‑on/risk‑off strategy with a tech tilt. It uses an RSI heat gauge, a fear‑spike circuit breaker, and regime tests to swing between leveraged growth, diversifiers (managed futures, long Treasuries), and hedges or cash.
NutHow it works
Rebalanced daily. A circuit breaker moves to T‑bills (BIL) if fear (VIXY) jumps. It uses RSI, a 0–100 heat gauge (>80 too hot, <30 too cold). Too hot → a short defensive mix (EDV, VIXY, BTAL). Too cold → buy the dip with leveraged U.S. stocks (TQQQ/SPXL). Core 70% (“Four Corners”) switches between aggressive (UPRO/TQQQ/KMLM/EDV) and hedges (VT, BTAL/GLD, EDV/PSQ) using simple growth‑vs‑utilities and credit‑vs‑cash checks. Extra sleeves: tech tilt (TECL) when tech beats KMLM; EM long/short (EDC/EDZ) by trend/inflation (RINF); small stock picker (LLY, NVO, COST, PGR/GE).
CheckmarkValue prop
Out-of-sample: about 36.8% annualized return vs SPY ~17.9%; Sharpe ~1.59 vs ~1.03; beta ~0.62 (lower market exposure); Calmar ~1.86. Daily rebalanced, risk-on/off, tech tilt aims to beat SPY with strong downside control.

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Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, leveraged etfs, managed futures, trend following, momentum/rsi, volatility hedge, tech tilt, 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 MSCI Emerging Markets Bull 3X ETF
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
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 toLBAY, NVO, GE, BTAL, TBT, LLY, EDZ, QID, COST, TBFandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Champagne & Cocaine" has returned 34.46%. 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.