Skip to Content
Symphonies
IFF Fund: Walter's Select ™ |Wrapped Premium OOS Algo's
Today’s Change
—

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

About

A daily, rules‑driven, very high‑risk mix that rides tech momentum in good times, buys sharp dips, and shifts to T‑bills, Treasuries, volatility, or commodities when fear/weakness appears—guided by RSI, moving averages, and VIX‑based triggers.
NutHow it works
Daily, a set of rules decides risk‑on vs risk‑off. In calm uptrends it rides high‑octane tech/semis/biotech funds (TQQQ, SOXL, TECL, LABU). After fast sell‑offs it “buys the dip.” When fear or downtrends hit, it flips to cash‑like T‑bills (BIL), Treasuries (TMF up/TMV down), volatility (VIXY/UVXY), or commodities (DBC/oil). Signals used: RSI (0–100 heat meter), moving averages (trend), and VIX (fear).
CheckmarkValue prop
Diversifies a S&P core with low beta and positive risk-adjusted stats out-of-sample: Calmar ~0.31, Sharpe ~0.45, beta ~0.30. While raw returns lag, it adds hedges and regime-aware diversification to reduce portfolio risk.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 20, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, trend-following, mean reversion, multi-asset, risk-on/off
Tickers in this symphonyThis symphony trades 86 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
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X 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 toXME, FCG, TMF, LABU, DBC, ERX, DBO, BTAL, EDC, URTY, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.97%. 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.