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Symphonies
Four Corners v1.2 | nicomavis
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven, diversified strategy that switches between pro-growth and defensive mixes using two simple signals (Nasdaq vs Utilities; corporate bonds vs T‑Bills), plus quick trades when markets are stretched. Seeks smoother, higher risk‑adjusted returns.
NutHow it works
It’s a rules-based, four-quadrant plan. First, in extremes it takes quick trades: if the Nasdaq (QQQ, a tech‑heavy index fund) looks very oversold or overbought by RSI—a 0–100 “speedometer” of recent buying vs selling—it briefly buys bounce/hedge ETFs. Otherwise it compares: QQQ vs Utilities (VPU) to see leadership, and corporate bonds (CORP) vs T‑Bills (BIL) to judge risk appetite. Those two yes/no signals pick a pro‑growth mix or a defensive/hedged mix. Equal‑weighted, liquid ETFs aim to keep swings modest.
CheckmarkValue prop
Out-of-sample edge: 20.35% annual return vs 19.09% S&P, lower drawdown (14.69% vs 18.76%), and higher Calmar. Beta ~0.84 means less market risk, with smoother, stronger risk-adjusted gains and positive alpha.

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Invest in this strategy
OOS Start Date
Apr 9, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, regime switching, rsi-based signals, multi-asset etfs, hedged, momentum & mean reversion, leveraged etfs
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
GDX
VanEck Gold Miners ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PICK
iShares MSCI Global Metals & Mining Producers 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.

"Four Corners v1.2 | nicomavis" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Four Corners v1.2 | nicomavis" is currently allocated toBLV, PICK, GDX, VWO, VTandVAW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Four Corners v1.2 | nicomavis" has returned 20.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Four Corners v1.2 | nicomavis" is 14.69%. 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 "Four Corners v1.2 | nicomavis", 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.