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Symphonies
LIQ. El Dorado (MBM) | BT 3/13/17 LIVE 2.5.24-5.12.25 +4%
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based swing strategy. It rides uptrends with 3x tech/semis (TQQQ/TECL/SOXL) and quickly flips to hedges (UVXY, SQQQ) or cash‑like T‑bills when signals flash caution. Uses simple “heat” (RSI), trend, and bond‑vs‑stock checks; includes global rotation.
NutHow it works
Each day it checks the market’s “heat” and trend using simple gauges: - RSI: a 0–100 heat meter of recent buying vs. selling (high=hot, low=cold) - Trend: price vs. long moving averages - Drawdown/volatility and bonds vs. stocks strength If risk‑on, it buys fast movers (e.g., TQQQ=3x Nasdaq, TECL=3x Tech, SOXL=3x Semis). If overheated or falling, it hedges or goes defensive (UVXY=VIX spike fund, SQQQ=3x short Nasdaq, BIL=TBills). It also rotates among US/Europe/China/EM based on the same checks. Rebalanced daily; expect big swings with 3x/VIX ETFs.
CheckmarkValue prop
Out-of-sample: ~46.7% annualized return vs SPY ~18.6%; Sharpe ~1.10 vs ~0.99; Calmar ~1.33. Captures big uptrends with hedges, delivering higher upside and risk-adjusted growth than the S&P 500—though drawdowns may be larger.

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Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged etfs, trend & mean reversion, volatility hedging, global macro, daily rebalance
Tickers in this symphonyThis symphony trades 98 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
BNDX
Vanguard Total International Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CBON
VanEck China Bond ETF
Stocks
CHAU
Direxion Daily CSI 300 China A Share Bull 2X Shares
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CTA
Simplify Managed Futures Strategy 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 toSHY, TQQQandEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 53.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.15%. 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.