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Symphonies
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based strategy that rides tech-led uptrends and quick dips, but shifts to cash, Treasuries, defensive assets, or short-term volatility hedges when markets overheat or weaken. Focus: Nasdaq/S&P/semis, with bond and gold/dollar defenses.
NutHow it works
It’s a daily rules-based switcher. It checks: trend (price vs 200‑day average), short‑term “hot/cold” (RSI), recent returns, and fear spikes. - Very cold: buy aggressive funds (often 3× S&P/Nasdaq/semis). - Very hot or fear spikes: use a short‑term crash hedge (UVXY) or go defensive. - Otherwise: hold a calmer 60/40 stock‑bond mix, Treasuries, or cash‑like T‑bills. A junk‑bond “canary” flips risk on/off. RSI = a quick hot/cold gauge.
CheckmarkValue prop
Out-of-sample edge: ~30% annualized return with Sharpe ~1.02 vs SPY ~0.97, Calmar ~1.30, alpha ~0.064. Hedge-enabled risk controls aim for stronger risk-adjusted growth than the S&P, despite larger occasional drawdowns.

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Invest in this strategy
OOS Start Date
Oct 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Daily tactical rotation, trend + dip buying, volatility hedge, leveraged etfs, risk-on/off canary, defensive bonds/gold/dollar
Tickers in this symphonyThis symphony trades 26 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
COST
Costco Wholesale Corp
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
JNK
State Street SPDR Bloomberg High Yield Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 toSMH, QQQ, UUP, SHY, SPY, TQQQ, QLD, UNH, GLD, TLT, BIL, COSTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.17%. 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.