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Symphonies
Four Corners v1.4 | nicomavis
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, four-corner playbook. It first reacts to short-term extremes, then chooses a diversified mix based on whether growth beats utilities and whether credit beats cash. Uses mostly liquid ETFs, pairs risk assets with bonds/gold, and limits short exposure.
NutHow it works
Step 1: Look for quick extremes using RSI (a 0–100 “speedometer” of recent moves). If Nasdaq is washed out (<30), buy a short-term bounce (TQQQ/VGT + Treasuries). If tech/consumer are very hot (>80), hold a short-term defensive pop (long Treasuries, volatility, utilities/staples). Step 2: Otherwise pick 1 of 4 “corners” using two yes/no tests: Is growth (QQQ) beating utilities (VPU)? Is credit (CORP) beating cash (BIL)? Each corner holds a diversified ETF mix tailored to bull, hedge, or bear conditions. Equal weights, liquid funds, small/conditional shorts only. Rebalance on ~5% drift.
CheckmarkValue prop
Out-of-sample: 25.22% annualized vs SPY 20.38%; max drawdown 13.71% vs 18.76%; Calmar ~1.84; Sharpe ~1.18. Higher upside and notably stronger downside protection vs the S&P 500.

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Invest in this strategy
OOS Start Date
May 5, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Regime-switching,tactical asset allocation,multi-asset,momentum & mean-reversion,risk-on/risk-off,leveraged etfs,defensive hedging,global equities,bonds & gold
Tickers in this symphonyThis symphony trades 27 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LBAY
Leatherback Long/Short Alternative Yield ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond 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 v1.4 | nicomavis" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Four Corners v1.4 | nicomavis" is currently allocated toLBAY, BTALandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Four Corners v1.4 | nicomavis" has returned 20.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Four Corners v1.4 | nicomavis" is 13.71%. 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 v1.4 | 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.