Skip to Content
Symphonies
DereckN Hedge System No K-1(©K) 48 | 12 | 2018
Today’s Change
—

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

About

A daily, tactical, hedged strategy that buys big dips in long Treasuries and tech, hedges or shorts when stocks look overheated, and parks in bonds/cash in stress. Uses leveraged ETFs for offense and TAIL/VXX/BTAL for defense. No K‑1 funds.
NutHow it works
It’s a daily, rules-based switchboard. It checks two things: (1) how “hot” or “cold” something just got (RSI: a speed-of-move gauge), and (2) the trend (moving averages: price vs its recent average). When bonds or tech look washed out, it buys them (often with 3x funds). When stocks look overheated, it adds hedges (TAIL/VXX) or shorts (PSQ/SH). In calm regimes it may hold stocks (VTI); in stress it parks in bonds/cash (TLT/BND/SHV) or BTAL.
CheckmarkValue prop
Out-of-sample testing shows this daily hedged strategy delivers stronger downside protection and steadier upside across regimes, outperforming the S&P 500 on risk-adjusted terms. Leveraged exposure, hedges, and no K-1s add efficiency.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, bond/tech momentum, volatility hedging, long/short equities, trend + mean reversion, daily rebalancing
Tickers in this symphonyThis symphony trades 19 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures 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 toBTAL, SHVandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -0.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.29%. 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.