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Symphonies
Max. DD control with 3.0.4a and stripped Zero Beta|2012Fix
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical strategy that hunts rebounds in 3x tech/semis, flips to inverse ETFs or a volatility hedge when risk rises, and uses bond/dollar/commodity trends to stay on the right side of big moves. Designed to cap drawdowns while pursuing growth.
NutHow it works
Each day it checks if stocks are overheated or washed out using simple “speed” scores (high = too hot, low = too cold). • Too hot? Add a short‑term “fear” hedge (UVXY/VIXY). • Too cold? If bonds look steady, buy fast‑movers (3x tech/semis like TQQQ/SOXL); if not, use inverse funds (SQQQ/SOXS). Long‑term bond trend decides TMF (falling rates) vs TMV (rising rates). A small sleeve rotates among SPY/TLT/UUP/DBC by 6‑month trends. Goal: limit deep losses while compounding.
CheckmarkValue prop
Out-of-sample, this strategy targets ~52% annualized return vs SPY’s ~21%, using tech/semis mean-reversion, volatility hedges, and bond/dollar/commodity regimes. Calmar ~1.07 indicates solid risk-adjusted edge; drawdowns are higher than SPY, hedges help.

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Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, volatility hedge, leveraged etfs, risk management, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 52.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.09%. 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.