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Symphonies
IFF Fund: All-Star Sorts|BT: 3/24/16 AR 725.7% MDD 29%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based, daily strategy that swings between leveraged tech/semis, bearish hedges, volatility (VIX) trades, and Treasuries, using simple “hot/cold” and trend checks from stocks, bonds, and commodities to time entries and exits.
NutHow it works
Each day it asks: are markets safe or risky? It checks trend vs long‑term averages, a hot/cold score (RSI: a 0–100 gauge of how stretched prices are), and what bonds/commodities are doing. If risk‑on, it buys the strongest pick (often 3x tech/semis: TQQQ, SOXL, UPRO/SPXL). If overheated, it hedges with volatility (UVXY/VIXY). In sell‑offs it shifts to bear 3x (SQQQ, SOXS, SPXS) or Treasuries (TMF/TMV). Rebalances daily. (e.g., TQQQ=3x Nasdaq‑100; SOXL=3x semis; UVXY=VIX futures.)
CheckmarkValue prop
Out-of-sample edge: ~32.9% annualized return vs SPY ~21.4%, driven by regime-switching and hedges. Strong upside in bull regimes with risk controls (Calmar ~0.89). Note: max drawdown ~37% vs SPY ~19%.

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Invest in this strategy
OOS Start Date
Apr 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum + mean reversion, regime switching, leveraged etfs, volatility hedging, trend following
Tickers in this symphonyThis symphony trades 66 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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DOG
ProShares Short Dow30
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
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 toLABUandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.99%. 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.