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Symphonies
Interstellar | 0 Beta | https://www.investorcollab.com/ (27.13%)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, low-correlation strategy that rotates among energy/commodities, Treasuries, the U.S. dollar, and volatility using trend and “overheated/oversold” signals; parks in short-term Treasuries when weak and can short the S&P 500 in bad regimes.
NutHow it works
The portfolio is split into sleeves (dollar, energy/oil, natural gas, clean energy, broad commodities, Treasuries, volatility, and a cautious S&P 500 short). Each sleeve buys when trend is up (price above its long average) or after extreme selloffs (RSI, a “speedometer” of recent moves, is very low). Otherwise it parks in short‑term Treasuries, hedges with VIX funds, or occasionally takes the opposite side (e.g., short S&P or short nat‑gas).
CheckmarkValue prop
A diversified, rules-based sleeve strategy that lowers downside risk with positive out-of-sample alpha: ~7% max drawdown vs ~19% for SPY, Calmar ~0.82, and lower beta—delivering steadier, risk-adjusted returns vs the S&P 500.

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OOS Start Date
Jul 3, 2024
Trading Setting
Threshold 3%
Type
Stocks
Category
Trend-following,momentum,market-neutral,commodities,energy,bonds,volatility hedging,short-selling,usd,cash-like treasuries
Tickers in this symphonyThis symphony trades 41 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAN
First Trust Global Wind Energy ETF
Stocks
FCG
First Trust Natural Gas 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, KOLD, XOP, DBA, UUP, DBC, SHY, DBO, BTAL, SHV, XLE, SHandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 8.52%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.99%. 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.