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Symphonies
IFF Fund: The Power of Correlation - Sandy's Dragon | BT: 1/4/16 AR 58.3% MDD 9.5%
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, multi-asset “weather station” that rotates among leveraged stocks, Treasuries, gold, the U.S. dollar, commodities, and volatility hedges based on stock trends, interest rates, and fear gauges to pursue growth with controlled drawdowns.
NutHow it works
It’s an autopilot that asks: Are stocks calm or shaky? Are interest rates rising or falling? Is fear spiking? - If stocks are calm and trending up, it uses 3x stock ETFs (Nasdaq/Tech/S&P). - If rates rise or stocks wobble, it shifts to staples/energy/quality, the U.S. dollar, or even short ETFs. - If rates fall, it owns long Treasuries (often 3x). - When markets get overheated or fear jumps, it adds a volatility hedge (UVXY) or moves to cash-like bonds.
CheckmarkValue prop
Out-of-sample, this dynamic, rules-based multi-asset strategy delivers higher growth with controlled risk: OOS annualized return ~28.5% vs SPY ~20.4%, Sharpe ~1.35 vs ~1.18, max drawdown ~16.7% vs ~18.8%, Calmar ~1.71, alpha ~0.12.

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Invest in this strategy
OOS Start Date
May 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, multi-asset, regime switching, trend following, risk parity, volatility hedging, leveraged etfs, macro rotation
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QUAL
iShares MSCI USA Quality Factor 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, TMF, UUP, DBC, SHY, SPY, BTAL, TQQQ, GLD, TLT, SQQQandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.69%. 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.