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Symphonies
LBT | Monotonic Microblob-δ w/ BSC (Aug2015-Current)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑driven “risk‑on/risk‑off” system that rides strong tech/semis in uptrends, flips to inverse ETFs or volatility hedges in selloffs, and parks in Treasuries/T‑bills when fear is high.
NutHow it works
Each day it decides risk‑on vs risk‑off. If fear (from the VIX) is high, it parks in volatility funds (UVXY/SVXY), T‑bills/Treasuries (BIL/SHY/IEF) or low‑correlation BTAL. If calm, it rides the strongest trends—mainly tech/semis—via fast ETFs (TQQQ, TECL, SOXL); if the tape turns down it flips to their inverse funds (SQQQ, TECS, SOXS). Picks use recent 1–6‑week results and a simple hot/cold gauge (RSI).
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted returns with low beta and tech leadership. Sharpe ~1.75 vs ~1.50; Calmar ~2.54; annualized return ~83% vs ~25% for the S&P 500; max drawdown ~33% vs ~19%.

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Invest in this strategy
OOS Start Date
Nov 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/trend, volatility hedging, leveraged etfs, long/short, risk-on/risk-off
Tickers in this symphonyThis symphony trades 52 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DDM
ProShares Ultra Dow30
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FXI
iShares China Large-Cap 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 toDRV, LABU, YANGandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 81.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.91%. 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.