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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, tactical risk-on/off plan: buy 3x tech/EM when trends are strong, flip short or into Treasuries/gold when stress shows. Uses RSI (0-100 heat gauge) and KMLM (managed-futures) as macro switches, with volatility hedges to soften sharp pullbacks.
NutHow it works
Each day it checks trend (is the S&P 500 above its 200-day average?). In uptrends it rides fast movers (mainly 3x Nasdaq/tech and emerging markets). When prices look overheated or shaky it hedges or shorts. Signals use RSI, a 0-100 heat gauge (over 80 = hot, under 30 = washed out), and a macro switch from KMLM, a managed-futures fund that often rises when stocks struggle. Other sleeves flip long/short Treasuries and Gold, and use VIX funds as airbags.
CheckmarkValue prop
Out-of-sample, this strategy delivers slightly higher annualized returns than SPY by capturing tech/EM uptrends with risk-off hedges and macro switches, plus bond/gold/volatility diversification for crisis alpha and downside protection.

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Invest in this strategy
OOS Start Date
Mar 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical,risk-on/risk-off,leveraged etfs,trend-following,mean-reversion,managed futures filter,em swing,gold long/short,volatility hedges,bonds vs stocks rs
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 Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
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 toQQQ, EDC, TLT, IVVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Golden Ratio Sorter" has returned 41.40%. 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.