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

About

A daily, rules‑based “offense/defense” system. It rides tech/Nasdaq/semis when momentum is good, and quickly flips to hedges (inverse, volatility, Treasuries, commodities) when overbought or risk rises. Bond/commodity signals steer rate and inflation regimes.
NutHow it works
Each day it checks a few “dashboard” lights: trend, speed (RSI), and recent winners/losers. If stocks look strong, it rides fast‑moving tech/Nasdaq/semis with leveraged ETFs. If things look too hot or roll over, it flips to hedges (inverse and volatility ETFs) or Treasuries/commodities. Bond and commodity signals decide whether to favor TMF (falling rates), TMV (rising rates), or a broad defense basket. It constantly picks the top (or bottom) performer from small menus (last 3–22 days) and uses long‑term SPY trend to allow or block risk.
CheckmarkValue prop
Out-of-sample edge: target 45.9% annualized return vs 22% for the S&P, with a Calmar ≈1.08 indicating solid risk-adjusted upside. It hedges aggressively in risk regimes, but expect larger drawdowns (up to ~42%) in downturns.

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Invest in this strategy
OOS Start Date
Apr 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum + mean reversion, regime switching, volatility hedging, macro/commodities filter, daily rebalancing
Tickers in this symphonyThis symphony trades 76 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
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
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 toQQQ, LABU, UUP, NVDA, TQQQ, AAPL, AMZN, TSLA, AMD, TSMandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 45.26%. 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.