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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

Daily tactical mix that rides uptrends with leveraged tech/EM and sidesteps when markets look hot or weak. Uses trend (moving averages), speed (RSI), and a managed‑futures trigger (KMLM) to switch among stocks, bonds, gold, and hedges.
NutHow it works
Checks two things each day: trend and heat. Trend = price vs a moving average (e.g., 200‑day). Heat = RSI, a 0–100 speed gauge (low=cold, high=hot). If favorable, it owns leveraged growth/tech and EM (e.g., TQQQ, UPRO, EDC). If not, it rotates to hedges: inverse tech (PSQ/SQQQ), volatility (VIXY), bonds (TLT/TMF), or gold (GLD/UGL). A 20‑day KMLM (managed‑futures) signal guides stock‑vs‑hedge flips.
CheckmarkValue prop
Out-of-sample annualized return ~32.6% vs SPY ~31.5%, with Calmar ~1.09. Delivers stronger upside in trends and diversified hedges to manage risk; note higher drawdowns (~30%) in turbulence for potentially bigger, long-run gains.

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Invest in this strategy
OOS Start Date
Mar 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, risk-on/risk-off, managed futures, volatility hedging, gold timing, bonds, emerging markets
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toBTAL, TQQQ, EDZ, VPU, IVVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Golden Ratio Sorter" has returned 32.58%. 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, crypto, and options.