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Symphonies
DeepSeek VGT-SPY w/ Super Frontrunner | BT Oct 04 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily “heat check” strategy: hot markets → hedge with VIX (UVXY) + safety (EUM/BTAL); cold markets → buy a calmer VGT/SPY mix; otherwise follow trend—own VGT/SPY when healthy, or sit in T‑Bills (BIL) / short Nasdaq (PSQ) when weak.
NutHow it works
Each day it takes the market’s “heat” using RSI (0–100: >70 hot, <30 cold). If many big indexes/sectors look hot, it hedges with UVXY (VIX futures) plus a safety mix (EUM = inverse EM stocks, BTAL = anti‑beta). If they’re cold, it buys a calmer blend of Tech (VGT) and the S&P 500 (SPY), weighted toward the steadier one. In between, it follows trend: when SPY is healthy it holds VGT/SPY; if not, it may park in T‑Bills (BIL) or short the Nasdaq (PSQ).
CheckmarkValue prop
Defensive, risk-managed strategy to hedge core equity. OOS: beta 0.74, drawdown 18.6%, Sharpe 0.15, annualized return 0.95%. Lower risk, diversified hedges, and downside protection vs. the S&P 500.

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Invest in this strategy
OOS Start Date
Jan 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,momentum (rsi),volatility hedge,sector breadth signals,daily rebalanced
Tickers in this symphonyThis symphony trades 20 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
IOO
iShares Global 100 ETF
Stocks
MGC
Vanguard Mega Cap 300 Index ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHX
Schwab U.S. Large- Cap ETF
Stocks
SH
ProShares Short S&P500
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 toSPYandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -4.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.61%. 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.