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Symphonies
Kearsarge - 13% Threshold - Replace BOXX w/ USDU + v4 Pops + Commodity Momentum (#COMMO)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based, risk-on/risk-off portfolio. It rides tech uptrends with a 3x ETF when markets are calm, but quickly pivots to volatility hedges, cash, bonds, gold, dollar, and managed futures when stress rises. Uses RSI, trend, VIX, and drawdown triggers.
NutHow it works
Built as sleeves. - Offense: buys 3x tech (TECL) only when Nasdaq is trending up or after sharp dips; else holds T‑bills (BIL). - Defense: if the “fear index” (VIX) rises, it buys VIX funds (UVXY/VIXM) or shifts to cash, gold, staples, bonds, dollar, managed futures. - Bonds: owns bond types in uptrends; if not, holds the US dollar (USDU/UUP). Signals: RSI (0–100 speed/heat), moving‑average trends, big 1‑day “pops,” and drawdowns. Rebalances only after ~13% drift.
CheckmarkValue prop
Out-of-sample: higher risk-adjusted performance and far lower drawdown vs S&P 500. OOS Sharpe 2.04 vs 1.44; Calmar 3.10; max drawdown 6.6% vs 18.8%; resilient growth with tech upside and hedges.

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Invest in this strategy
OOS Start Date
May 15, 2023
Trading Setting
Threshold 13%
Type
Stocks
Category
Tactical asset allocation, volatility hedging, leveraged etfs, trend/momentum, risk-on/risk-off, multi-asset, defensive overlays
Tickers in this symphonyThis symphony trades 45 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BNDX
Vanguard Total International Bond ETF
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
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial 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 toUPRO, IEF, XLV, USDU, BLV, SVXY, UUP, DBMF, DBC, SHY, BTAL, SHV, XLU, GLD, SCHD, VIXM, BIL, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.55%. 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.