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Symphonies
Common Trend Indicator Sorter
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An ensemble trend strategy that rotates daily between leveraged US stock ETFs in uptrends and safe‑havens (Treasuries, dollar, gold, utilities, commodities, volatility) in downtrends. It picks the four best‑performing modules and rebalances daily.
NutHow it works
Each day it runs simple trend checks: S&P 500 vs its 20/50/200‑day averages, Tech vs Utilities, Lumber vs Gold, bonds vs cash, TIPS trend, and a volatility “overheated” test (RSI = a quick too‑hot/too‑cold meter). If trends look good, it buys fast stock funds—often 3× S&P 500 (SPXL), 3× Nasdaq‑100 (TQQQ), 3× Dow (UDOW). If not, it shifts to Treasuries (TMF), US dollar (UUP), Gold (GLD/UGL), Utilities (XLU), Commodities (DBC), or volatility hedges (VIXM/UVXY). It then holds the 4 strongest modules and rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~36% annualized return vs SPY's ~27%, Calmar ~1.04 and Sharpe ~1.23. A dynamic risk-on/risk-off ensemble leveraging leveraged equities and hedges—aiming stronger upside and regime-aware risk control.

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Invest in this strategy
OOS Start Date
Oct 25, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following,momentum,tactical asset allocation,etf rotation,leveraged etfs,volatility hedging,macro signals,risk-on/risk-off
Tickers in this symphonyThis symphony trades 76 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

"Common Trend Indicator Sorter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Common Trend Indicator Sorter" is currently allocated toUPRO, NFLX, TMF, XOM, NVDA, JNJ, AMGN, HON, TQQQ, XLU, GLD, TRVandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Common Trend Indicator Sorter" has returned 32.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Common Trend Indicator Sorter" is 34.78%. 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 "Common Trend Indicator Sorter", 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.