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Symphonies
i4 - Adaptive All Weather Portfolio v2.1 + Pop Bots l BrianE Mod l Oct 10th 2016
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based “all‑weather” mix. It buys dips in leveraged tech (TQQQ/SPXL/SOXL), hedges with UVXY when stocks look overheated, and otherwise rotates into bonds, gold, USD, utilities, or commodities using relative‑strength and yield‑curve signals. Very volatile.
NutHow it works
Each day it reads the market. If stocks look extremely “hot” short‑term, it buys UVXY (a volatility fund) as a quick hedge. If tech/semis look “washed‑out,” it buys TQQQ/SPXL/SOXL (3x funds) for a bounce. Otherwise it rotates into Treasuries (TLT/TMF or short via TMV), gold (GLD), the U.S. dollar (USDU), utilities (XLU) or broad commodities (DBC) based on which has been stronger. Position sizes are cut for more volatile funds. Uses leveraged ETFs; expect big swings.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher upside than the S&P: ~38.6% vs ~23.5% annualized, Calmar ~1.48. It blends tech-dip bets, volatility hedges, and macro rotations—accepting higher drawdowns for bigger potential gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.480.820.230.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
354.9%13.63%1.36%5.73%0.82
i4 - Adaptive All Weather Portfolio v2.1 + Pop Bots l BrianE Mod l Oct 10th 2016
74,636.21%74.72%5.41%19.31%2
Initial Investment
$10,000.00
Final Value
$7,473,620.64
Regulatory Fees
$20,253.08
Total Slippage
$128,085.70
Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, multi-asset rotation, leveraged etfs, volatility hedge, momentum & mean reversion, daily rebalanced
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 toDBC, SPYandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.14%. 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.