Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Kearsarge - 13% Threshold - Replace BOXX w/ USDU + v4 Pops + v1.2.1 USDU Commodities
Today’s Change
—

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

About

Rules-based, multi-asset portfolio: chase tech-led uptrends with leveraged ETFs, then quickly rotate to cash/T-bills, Treasuries, gold, defensive sectors, or volatility hedges when markets overheat or drop. Commodities toggle vs USD; bonds only when trending.
NutHow it works
It runs several sleeves at once. In uptrends it rides tech using 3x funds; after big spikes, sharp drops, or rising “fear,” it shifts to cash/T‑bills, Treasuries, or volatility hedges. A commodities sleeve chooses broad commodities, a precious metal, or the US dollar. A bond sleeve holds bonds only when their trend is up. Signals use simple “heat” gauges (RSI) and moving averages.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P on risk-adjusted terms: Sharpe 1.95 vs 1.43, max drawdown 6.6% vs 18.8%, lower volatility, and Calmar ~2.85. Safer, steadier growth with meaningful downside protection.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 14, 2023
Trading Setting
Threshold 13%
Type
Stocks
Category
Multi-asset,tactical allocation,momentum,mean reversion,volatility hedging,commodities,bonds,leveraged etfs,defensive rotation
Tickers in this symphonyThis symphony trades 49 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, BSV, SVXY, UUP, DBMF, SHY, BTAL, SHV, XLU, GLD, UVXY, PDBC, SCHD, VIXM, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.78%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.60%. 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, crypto, and options.