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Symphonies
Grok 3 VGT-SPY-QQQ w/ Super Frontrunner | BT Oct 04 2011
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A contrarian, daily strategy: when markets look overheated it loads UVXY plus defensive hedges to front‑run a pullback; when deeply oversold it buys VGT/SPY/QQQ. If conditions are unclear, it sits in T‑Bills or shorts QQQ.
NutHow it works
It watches a 0–100 “speedometer” (RSI): high = overheated, low = washed out. • Hot: mostly UVXY (jumps when fear/volatility spikes) plus a defensive pair (EUM short EM, BTAL market‑neutral). • Cold: buys big‑market funds (VGT tech, SPY S&P 500, QQQ Nasdaq) in risk‑balanced weights. Otherwise it parks in T‑Bills (BIL) or briefly shorts QQQ (PSQ). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy trims downside risk with lower max drawdown (15.7% vs SPY 18.8%) and solid risk control (Calmar ~0.71), delivering steadier risk-adjusted returns even though raw return trails SPY (11.2% vs 16.1%).

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Invest in this strategy
OOS Start Date
Feb 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedge, contrarian, long/short, risk-on/off, daily rebalance
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQQQ, SPYandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.67%. 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, crypto, and options.