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Symphonies
Idk Part Too - Replace TQQQ FTLT w/ Base 2 - FTLT or Bull or Bonds (UVXY)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, risk-on/risk-off portfolio. It rides stock uptrends with leveraged index/sector ETFs, times Treasuries, and uses the dollar, gold, staples, and VIX funds to defend or profit during selloffs.
NutHow it works
It’s a rulebook that watches three things: trend (price vs its recent average), speed/heat (RSI = a gauge of whether prices rose/fell too fast), and volatility. In calm uptrends it buys high‑octane stock funds (TQQQ, SPXL/UPRO; tech/semis like TECL/SOXL; sometimes FAS/ERX). If stress shows up, it shifts to Treasuries (TLT/TMF), US dollar (UUP/USDU), gold (GLD), staples/utilities (XLP/XLU), or VIX funds—UVXY to catch panics, SVXY/VIXM/BTAL when calm. It also runs a separate timer for bonds. Why these funds: leveraged stock ETFs magnify uptrends; VIX and USD/gold/staples tend to help in selloffs; Treasuries usually help when growth slows. Sectors tilt to tech/semis in uptrends and to staples/utilities in stress.
CheckmarkValue prop
Out-of-sample edge: annualized return 27.68% vs SPY 22.90%, Sharpe 1.62 vs 1.43, max drawdown 12.80% vs 18.76%, Calmar 2.16 - driven by adaptive trend/volatility timing and hedges.

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Invest in this strategy
OOS Start Date
May 10, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Regime switching, trend-following, volatility trading, leveraged etfs, bond timing, crash hedge
Tickers in this symphonyThis symphony trades 47 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
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
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 toUPRO, VGLT, IEF, XLV, SOXL, TMF, UUP, DBC, SHY, TECL, BTAL, TQQQ, QLD, FAS, XLU, GLD, VGIT, SCHDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.80%. 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.