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Symphonies
Min Volatility | Themed Mix | Anansi | 2013-02-07
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, risk-on/risk-off strategy. ~70% tactically rotates among growth stocks and hedges using trend, a “too hot/too cold” gauge, and credit health; ~30% trades Treasury trends long or short. Heavy use of leveraged/volatility ETFs—high risk.
NutHow it works
Split: ~70% stocks engine, ~30% bonds engine. Stocks: If the S&P 500 is in an uptrend (above its 200‑day average), it leans into growth via leveraged Nasdaq/S&P/tech funds (TQQQ, UPRO, TECL). If not, it hedges/shorts (SPXU/SQQQ) or uses volatility funds—SVXY (benefits when fear falls) or UVXY/VIXM (benefit when fear spikes). It also uses a speedometer (RSI) and a credit check (HYG) to throttle risk, plus a safe‑haven mix (TLT/TMF, UUP, BTAL). Bonds: Rotates among TMF/TMV/TYD/BND by trend.
CheckmarkValue prop
Out-of-sample Sharpe ~0.78 and 16.6% annualized return driven by a regime-switching mix of leveraged growth and bond hedges. Diversifies beyond the S&P, aiming for resilient risk-adjusted returns and controlled volatility in volatile markets.

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Invest in this strategy
OOS Start Date
Mar 30, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Regime-switching, trend/momentum, volatility hedging, leveraged/inverse etfs, tactical asset allocation, credit and bond signals
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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 toTMF, UUP, BTAL, TLT, TMV, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 11.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.70%. 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.