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Symphonies
Cocktail Rev 1.0 _ Updated May 8 (Shared)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, five-part portfolio that owns U.S. stocks (esp. S&P 500 and tech) when trends are up, and rotates to cash, staples, Treasuries, gold, or managed futures when risk rises. Seeks equity-like growth with smaller drops and limited leverage.
NutHow it works
Five sleeves: 25% NTSX (S&P 500+Treasuries), 25% XLK (tech), 15% VEA (intl), 25% “homebase” regime logic, 10% DBMF (managed futures). Rules use trend lines (moving averages) and a momentum gauge (RSI: high=overheated, low=washed-out). If trends are up, it owns stocks; if not, it shifts to cash (BIL), staples (XLP), Treasuries, gold (IAU), or DBMF. Big volatility spikes (VIXM) trigger crash hedges.
CheckmarkValue prop
Out-of-sample: 27.54% annualized return vs 22.84% S&P; Sharpe 1.88 vs 1.43; Calmar 2.26; max drawdown 12.17% vs 18.76%; Alpha ~0.10. Diversified, rules-based strategy designed to grow with less downside than the S&P 500.

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Invest in this strategy
OOS Start Date
May 8, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-asset, risk-on/risk-off, managed futures, volatility hedging
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
Stocks
IAU
iShares Gold Trust
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
NTSX
WisdomTree U.S. Efficient Core Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RPV
Invesco S&P 500 Pure Value 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTIP, DBMF, SSO, XLK, NTSX, IAUandVEA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.17%. 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.