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Symphonies
Hello Algo World! + Cash USDU & XLE
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, trend-aware, risk-on/risk-off strategy. When conditions are healthy it favors U.S. stocks (SPY, QQQ, sometimes 2x). When conditions worsen it tilts to the U.S. dollar (USDU), market-neutral (BTAL), commodities and oil, gold miners, staples, or energy.
NutHow it works
Rebalances daily. First it checks if big-tech (QQQ) looks very weak; if so it parks in a broad tech fund (XLK). Otherwise it picks whichever has stronger recent momentum: the S&P 500 (SPY) or a regime engine. That engine flips with trends in stocks, bonds, the U.S. dollar, and inflation. In calm uptrends it uses stock funds (sometimes 2x). When stress rises it shifts to US dollar (USDU), market-neutral (BTAL), commodities/oil/gold miners, staples, or energy.
CheckmarkValue prop
Out-of-sample: ~25.2% annual return, 15.2% max drawdown, beta ~0.87, Calmar ~1.66, Sharpe ~1.45. Slightly higher return with notably smaller drawdowns and lower market beta vs SPY—strong, approachable risk-adjusted edge over the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, multi-asset, risk-on/risk-off, us equities, sectors, commodities, dollar, market-neutral, leveraged etfs
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
TIP
iShares TIPS Bond 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.

"Hello Algo World! + Cash USDU & XLE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Hello Algo World! + Cash USDU & XLE" is currently allocated toSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hello Algo World! + Cash USDU & XLE" has returned 22.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Hello Algo World! + Cash USDU & XLE" is 15.19%. 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 "Hello Algo World! + Cash USDU & XLE", 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.