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Symphonies
Holy Grail Revamped | Boosted Zoop | Four Corners | Remix | Serenity Ratio Weighted
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, risk‑on/risk‑off portfolio split into three sleeves. When markets look overheated it jumps into a volatility hedge (VIXY) plus bonds and gold; otherwise it toggles between tech/growth and safe havens using simple trend and risk checks. Includes leveraged ETFs.
NutHow it works
The portfolio is split into 3 mini-strategies (~54%/27%/19%). All watch a 0–100 “speedometer” of recent price moves (RSI: very high ≈ 80+ = overheated). When that happens, it shifts to a hedge: VIXY (market fear) plus TLT (US long Treasuries) and GLD (gold). Otherwise it rotates between offense and defense using trend and risk checks. Offense: QQQ=Nasdaq‑100, XLK=Tech sector, VUG=US growth. Defense: TLT/TMF=long Treasuries, GLD=gold, PSQ/SQQQ=short QQQ. Note: includes leveraged ETFs (TQQQ, TMF/TMV) and VIX futures; can be very volatile.
CheckmarkValue prop
Out-of-sample, regime-switching strategy with hedges (VIXY, gold, Treasuries) offers far lower drawdowns (11.7% vs 18.8%), beta ~0.71, strong Calmar 1.32, and ~15.5% annualized vs S&P ~17.3%—more resilience, less volatility.

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Invest in this strategy
OOS Start Date
Sep 27, 2024
Trading Setting
Threshold 15%
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility hedge, trend-following, mean-reversion, sector rotation, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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.

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

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

Year-to-date, the symphony has returned 15.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.73%. 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, and options.