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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

A fast, tactical strategy that flips between offense and defense daily. It uses trend and “hot/cold” signals to own strong stocks and commodities in uptrends, but buys volatility or inverse funds—or sits in T‑bills—when risk rises.
NutHow it works
Each day it asks: is the S&P 500 (SPY) above its long‑term average? If no, it goes defensive: cash‑like T‑bills (BIL/SHV) plus bearish Nasdaq funds (SQQQ/PSQ) or BTAL. If yes, it spreads across: (1) a ‘front‑runner’ that buys volatility (UVXY) when prices look too hot (RSI high) and buys 3× stock funds (TQQQ/UPRO) when too cold (RSI low); (2) momentum sleeves that hold the strongest ETFs (SPY/QQQ, sectors, and commodities like DBC/GLD/SLV/oil) only while they trend; (3) bond/commodity checks that can switch to an inflation‑hedge mix. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.52 vs SPY 1.05, Calmar 4.09, and higher risk-adjusted upside. Drawdown 22.66% vs 18.76% for SPY, but with stronger upside potential. A nimble, regime-switching strategy vs the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend + mean reversion, volatility hedge, leveraged/inverse etfs, 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 ETF
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 ETF
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 toVXX, ERX, UGL, UVXY, UREandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 109.36%. 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.