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Symphonies
IFF Fund: Calm the Chaos | BT:12/20/19 AR:355% MDD:20%
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “calm-the-chaos” rotator. It rides strong trends with 3x tech/semis, flips to hedges or Treasuries when markets get hot or shaky, and owns commodities when they lead. Uses RSI, moving averages, volatility, and recent returns to decide.
NutHow it works
Every day it checks simple gauges: trend (price vs moving averages), heat (RSI=0–100 overbought/oversold meter), recent gains/losses, and volatility. If stocks are trending and calm, it rides 3x tech/semis (TQQQ/SOXL/TECL). If overheated or falling, it shifts to hedges (SQQQ/SOXS/VXX) or Treasuries (TLT/TMF/TMV). If commodities are leading, it owns DBC/PDBC. A router picks the mini‑strategy scoring best by drawdown/return/volatility.
CheckmarkValue prop
Out-of-sample edge: about 33% annualized return vs about 21% for the S&P, with Calmar ~0.89. A dynamic, multi-asset rotator riding trends across stocks, bonds and commodities to pursue bigger upside in favorable regimes—accepting higher drawdowns.

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Invest in this strategy
OOS Start Date
Apr 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend-following, momentum & mean reversion, risk-on/risk-off, leveraged etfs, volatility hedging
Tickers in this symphonyThis symphony trades 48 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
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
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 toUSDU, DBC, UGL, TQQQ, SH, SOXS, UNH, WMT, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.21%. 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.