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

A daily, rules-based “all-weather” portfolio: plays short-term bounces with leveraged stock/tech ETFs, hedges overheated rallies with UVXY, and otherwise rotates among Treasuries, the dollar, gold, utilities, and commodities by trend. Very high risk.
NutHow it works
Daily rules pick among three sleeves: 1) Pop trades: if stocks look overheated (RSI—a 0–100 “stretched” gauge—is very high), buy UVXY for a brief vol pop; if washed‑out (RSI very low), buy TQQQ/SPXL/SOXL for a bounce. 2) Core rotation: shift among stocks, Treasuries (TLT/TMF/TMV), utilities (XLU), short S&P (SH), dollar (USDU), gold (GLD), and commodities (DBC) using 2–6 month trends and a bond‑curve test (IEF vs TLT). 3) Panic: if fear (VIXY) is extreme, sit in SHY.
CheckmarkValue prop
Out-of-sample performance shows ~39% annualized return vs SPY’s ~23%, backed by strong risk-adjusted metrics (Calmar ~1.49) and an adaptive, rules-based multi-sleeve design. Higher potential rewards come with greater volatility and drawdowns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, momentum & mean reversion, multi-asset rotation, risk-on/risk-off
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 ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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, SPYandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.75%. 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.