Skip to Content
Symphonies
i4 - Adaptive All Weather Portfolio v2.1 + Pop Bots l BrianE Mod l Oct 10th 2016
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based mix: buys 3x stock ETFs on dips, switches to UVXY when stocks look overbought, and otherwise rotates into bonds, utilities, dollar, gold or commodities by recent strength. High risk; uses leveraged and volatility ETFs.
NutHow it works
It rebalances daily and flips among three modes: 1) Buy 3x stock funds (TQQQ, SPXL, SOXL) on sharp dips using RSI (a “heat meter”: low=oversold, high=overbought). 2) When stocks look very hot (RSI extreme), it briefly hedges with UVXY (spikes when volatility jumps). 3) Otherwise, it rotates into Treasuries (TLT/TMF or TMV), Utilities (XLU), U.S. dollar (USDU/UUP), gold (GLD) or commodities (DBC) based on recent strength. Weights favor lower‑vol options. High risk due to leverage/UVXY.
CheckmarkValue prop
Out-of-sample, this strategy targets ~39% annualized return vs SPY's ~23%, with Calmar ~1.50, signaling strong risk-adjusted upside. It blends dip-buying in leveraged ETFs, a volatility hedge, and macro rotation, accepting ~26% max drawdown.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.480.820.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
356.72%13.38%-0.15%0.4%0.81
i4 - Adaptive All Weather Portfolio v2.1 + Pop Bots l BrianE Mod l Oct 10th 2016
80,210.93%73.84%3.89%7.46%1.99
Initial Investment
$10,000.00
Final Value
$8,031,093.46
Regulatory Fees
$21,820.06
Total Slippage
$138,121.47
Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, momentum & mean-reversion, volatility hedge, leveraged etfs, daily rebalanced, risk-on/risk-off rotation
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toDBC, SPXL, SPY, TQQQandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.32%. 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, and options.