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Symphonies
FTLT V5 W/ Frontrunner V4 + Aggressive Battleship V2 WM74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based trend/momentum strategy: presses winners in uptrends (often with leveraged ETFs) and quickly shifts to cash, inverse funds, or UVXY+BTAL when markets overheat or break down. Includes commodity and inflation tilts when they lead.
NutHow it works
1) Big trend check: is the S&P 500 (SPY) above its 200‑day average? If yes = offense; if no = defense. 2) Offense: ride leaders (often TQQQ=3x Nasdaq, UPRO=3x S&P) or a diversified basket picked by recent strength. If the market looks “too hot” on a short‑term meter, flip to a crash‑hedge: 75% UVXY (jumps when fear spikes) + 25% BTAL (defensive). Sharp drops park cash in BIL (T‑bills) or short bonds. 3) Defense: inverse Nasdaq (PSQ/SQQQ) or cash.
CheckmarkValue prop
Out-of-sample, this rules-based strategy outperforms the S&P 500 on risk-adjusted terms: Sharpe ~1.52 vs ~1.05, Calmar ~4.1, and stronger upside capture through regime switching and hedges, plus commodity tilts for diversification.

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Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, momentum, leveraged etfs, volatility hedge, regime switching, commodities tilt, daily rebalance
Tickers in this symphonyThis symphony trades 122 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CANE
Teucrium Sugar Fund
Stocks
CHAU
Direxion Daily CSI 300 China A Share Bull 2X Shares
Stocks
COM
Direxion Auspice Broad Commodity Strategy 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 toKOLD, KORU, DRN, ERX, DBO, YANG, UCO, JNUGandGUSH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 106.38%. 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.