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Symphonies
Feaver FR v2 + Four Corners Zoop Boost WM74
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based mix that flips between offense (2x/3x tech stock ETFs) and defense (Treasuries, gold, cash/market‑neutral, or short Nasdaq). It hedges when markets get too hot and buys dips when they get washed out.
NutHow it works
1) Check the big trend: if the S&P 500 is above its 200‑day average, we’re in offense; if not, we switch to defense. 2) When markets look “too hot,” add a short‑term volatility hedge (UVXY + T‑Bills/market‑neutral). When they look “washed out,” buy fast‑rebound funds (3x Nasdaq or 3x S&P). 3) Otherwise, rotate among 2x Nasdaq (offense), long or short Treasuries, and gold, using momentum/strength signals. Note: uses leveraged and VIX funds; very volatile.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~0.99 vs SPY ~0.86; annualized return ~43% vs ~15%; Calmar ~1.9. Drawdowns higher (~22.7%), but rules-based rotation targets far higher upside with disciplined risk hedging vs the S&P 500.

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Invest in this strategy
OOS Start Date
Nov 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, volatility hedging, leveraged etfs, risk management, daily rebalancing
Tickers in this symphonyThis symphony trades 29 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
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
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 toTMF, GLDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.66%. 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.