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Symphonies
Manhattan Spiced with Stocks | BT 03Nov2016
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules‑based trader: rides tech uptrends with 3x funds, hedges/shorts when markets overheat, and moves to safer bonds/cash, gold or the dollar when risk rises. Uses a short‑term “speedometer” (RSI) plus bond trend cues. Very high risk.
NutHow it works
Rules flip between offense and defense. It checks stock and bond trends. When stocks—especially tech/semis—rise and aren’t overextended, it buys the strongest via 3x funds (TQQQ, SOXL, TECL, SPXL/UPRO) or a top momentum stock. If the market looks overheated, it buys volatility (UVXY) or inverse funds (SQQQ, SOXS, SPXS). Sharp drops may trigger a buy‑the‑dip; if bond signals say risk‑off, it shifts to safer bond/cash ETFs (BSV/BIL), gold (GLD), the dollar (UUP), or bond trades (TMF/TMV). RSI is a short‑term “speedometer” of how stretched prices are.
CheckmarkValue prop
Out-of-sample edge: ~52% annualized return vs 14.8% for the S&P, higher Sharpe (~0.88 vs ~0.83) and Calmar ~1.06. Highly aggressive, levered, regime-sensitive; great upside with larger drawdowns.

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Invest in this strategy
OOS Start Date
Dec 9, 2024
Trading Setting
Threshold 29.2%
Type
Stocks
Category
Tactical allocation, momentum & mean‑reversion, leveraged/inverse etfs, volatility trading, macro trend filters, multi‑asset
Tickers in this symphonyThis symphony trades 104 assets in total
Ticker
Type
AA
Alcoa Corporation
Stocks
AAPL
Apple Inc.
Stocks
ABG
Asbury Automotive Group, Inc.
Stocks
ACLS
Axcelis Technologies Inc
Stocks
ADBE
Adobe Inc.
Stocks
AEHR
Aehr Test Systems
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALGN
Align Technology Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 52.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.94%. 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.