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Symphonies
IFF Fund: Calm the Chaos | BT:12/20/19 AR:369% MDD:19%
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, all‑weather rotator: buys 3x tech/semis/S&P in uptrends, but quickly shifts to hedges (inverse/volatility funds, Treasuries, cash‑like bills, dollar, gold/commodities) when markets weaken or overheat. Seeks strong growth with controlled drawdowns.
NutHow it works
Each day it asks: is the market healthy? If yes (price above long-term average), it rides growth using tech/semis/S&P funds (often 3x). If prices get overheated or fall fast, it flips to hedges: inverse/volatility funds, Treasuries, T‑bills (cash‑like), dollar, or gold/commodities. Bond trends decide which bond side to own. It measures trend (moving averages), recent gains/losses (RSI), momentum, and volatility, then picks the strongest or safest and rebalances.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher growth with risk discipline: ~29% annualized return vs SPY's ~21%, Calmar ~0.83, Sharpe ~0.81. It rides uptrends and hedges downside, though drawdowns can be larger in stress.

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Invest in this strategy
OOS Start Date
Apr 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, mean-reversion, leveraged etfs, volatility hedge, bonds/commodities rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 82 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe 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
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta 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 toUPRO, NAIL, SVXY, UUP, DBC, SPXU, BTAL, TQQQ, XLE, SOXS, GLD, TLT, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.17%. 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, crypto, and options.