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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

Rules-based, multi-asset portfolio: presses 3× tech in healthy uptrends, but quickly flips to T‑Bills, Treasuries, gold, the U.S. dollar, or volatility hedges when markets overheat or fear rises. Uses leveraged/VIX ETFs; high risk, highly tactical.
NutHow it works
Built from sleeves that switch using simple gauges: RSI (a 0–100 heat score), big 1‑day jumps, and trend (price vs its moving average). In calm uptrends it leans into 3× tech (TECL/TQQQ). When markets overheat or fear rises, it moves to T‑Bills (BIL) or buys crash‑insurance (UVXY/VIXM). Bonds are held only when their trend improves; otherwise it holds the U.S. dollar (UUP/USDU). A small sleeve buys recent winners in gold/commodities. Rebalances only if weights drift ~13%.
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns with far smaller drawdowns vs the S&P 500. Sharpe ~2.04 vs ~1.44; Calmar ~3.10; max drawdown ~6.6% vs ~18.8%; ~20.3% annualized upside with hedges and tech in uptrends.

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Invest in this strategy
OOS Start Date
May 15, 2023
Trading Setting
Threshold 13%
Type
Stocks
Category
Multi-asset, tactical allocation, momentum/trend, mean reversion, volatility hedging, leveraged etfs, commodities, bonds, defensive sleeves
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 Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
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, BLV, SVXY, UUP, DBMF, DBC, SHY, VXZ, TECL, BTAL, SHV, XLU, GLD, BNDX, SCHD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.51%. 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.