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Symphonies
Combo 10 General FrankRound's Chicken & Fried Rice V0.7 (96,11,2012)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, multi-asset strategy that rides trends and fades short-term extremes using RSI and moving averages. It trades leveraged long/short ETFs in tech, Treasuries, gold, oil, and EM, parks in T‑Bills/bonds when weak, and sometimes hedges with UVXY. High risk.
NutHow it works
Each day it: - Checks trend: Is price above/below a long-term average? Above = uptrend; below = downtrend. - Checks “heat” (RSI): a 0–100 score of how fast price rose/fell. High = overbought; low = oversold. Then it picks long or inverse ETFs in: • Tech (QQQ/TQQQ vs PSQ/SQQQ) • Treasuries (TMF/TMV) • Gold (UGL/GLL) • Oil (UCO/DBO vs SCO) • Emerging mkts (EEM via EDC/EDZ) If weak, it parks in T‑Bills/bonds (BIL/BOND) and may add a volatility hedge (UVXY/VIXY).
CheckmarkValue prop
Out-of-sample edge: 36.28% annualized return vs SPY 31.57%, Calmar 2.38 and beta ~0.84 for diversification. Higher upside with active hedges, but drawdowns may reach ~15.21%.

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Invest in this strategy
OOS Start Date
Mar 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset rotation, trend-following, mean-reversion, leveraged & inverse etfs, volatility hedging, daily rebalanced
Tickers in this symphonyThis symphony trades 42 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FCG
First Trust Natural Gas ETF
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEF
iShares 7-10 Year Treasury Bond 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 toBOND, DBO, UGL, EDC, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.21%. 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.