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Symphonies
Golden Ratio Sorter
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio that rides strong tech/Nasdaq trends with leveraged ETFs, but flips to hedges (short QQQ, VIX, Treasuries, gold, managed futures) when signals flash risk. Uses RSI, moving averages, and KMLM as a cross‑asset risk dial.
NutHow it works
It’s a daily “risk switch.” It buys fast‑moving tech/Nasdaq funds (like TQQQ) when trends look healthy, and quickly shifts to hedges when things look hot or weak. Signals use RSI (a 0–100 “speed of moves” gauge: <30 washed‑out, >70–80 overheated) and moving averages. KMLM (managed futures) above its 20‑day average = risk‑off (short QQQ); below = risk‑on. Separate sleeves also flip long/short Treasuries and gold. Rebalances daily.
CheckmarkValue prop
Out-of-sample: ~35% annualized return, Sharpe ~0.93, Calmar ~1.18, with hedges to limit losses. It captures tech momentum in uptrends and switches to risk-off when signals flash, aiming for stronger risk-adjusted performance than the S&P 500.

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Invest in this strategy
OOS Start Date
Mar 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, momentum, volatility hedging, managed futures, treasuries, gold, emerging markets
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AEM
Agnico Eagle Mines Ltd.
Stocks
AGI
Alamos Gold Inc. Class A Common Shares
Stocks
AR
ANTERO RESOURCES CORPORATION
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-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
CTVA
Corteva, Inc. Common Stock
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X 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.

"Golden Ratio Sorter" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Golden Ratio Sorter" is currently allocated toGDX, BTAL, EDC, GLD, IVV, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Golden Ratio Sorter" has returned 47.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Golden Ratio Sorter" is 29.91%. 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 "Golden Ratio Sorter", 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.