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Symphonies
IFF Fund: All-Star Sorts|BT: 11/19/15 AR 723.6% MDD 30.6% (Replaced BULZ->IGM, XLRE->IYR, DBMF removed)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based strategy that chases big winners (3× tech/semis) when conditions are favorable and quickly shifts to hedges (inverse, volatility, cash) or trades bond moves (TMF/TMV) when risk rises. Built to surf momentum and limit deep slumps; high risk.
NutHow it works
It first gauges the market’s mood using: S&P 500 “hot/cold” readings (RSI), long‑term trend checks, and a bond‑market read (T‑bills vs longer Treasuries). • If risk‑on, it rides the strongest growth areas (3× Nasdaq/tech/semis: TQQQ, TECL, SOXL). • If overheated or risk‑off, it flips to protection (inverse ETFs like SQQQ/SOXS, volatility funds UVXY/VIXY, or cash‑like BIL/SHV). • If rates rise, it shorts long bonds (TMV); if they fall, it buys them (TMF). Rebalanced daily; very aggressive.
CheckmarkValue prop
Out-of-sample edge: ~29.7% annualized return vs SPY ~22%; alpha ~0.12%. Dynamic hedging and regime-switching aim for stronger long-run upside with risk controls, though drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Apr 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum/trend, regime switching, volatility hedging, tactical allocation, daily rebalancing
Tickers in this symphonyThis symphony trades 75 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average 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 toDRV, TECS, LABU, NVDA, TQQQ, AAPL, AMZN, SOXS, TSLA, AMD, TSM, MSFTandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.49%. 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.