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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

Rules-based, risk-on/risk-off mix: buy strong uptrends (often via 3x stock funds), pivot to hedges (Treasuries, dollar, defensive or volatility funds) when trends fade or markets overheat. Roughly 70% equity engine, 30% bond engine. Very aggressive.
NutHow it works
Goal: ride stock uptrends, hide when they wobble. 1) If the S&P 500 sits above its 200‑day trend, it owns strong stock funds (TQQQ=3x Nasdaq‑100; UPRO/TECL=3x S&P/Tech; sometimes TMF bonds or UGL gold). If not, it uses hedges (SQQQ/SPXU bear funds; XLP/SPLV defensive; UUP dollar). 2) Short‑term hot/cold gauges (RSI: high=overheated, low=washed‑out) and a credit check (HYG vs Treasuries) can trigger brief shifts into volatility funds (UVXY/SVXY) or cash/T‑bills (BIL). 3) 30% runs a bond sleeve rotating TMF (long), TMV (short), TYD/TYO, or BND by trend and volatility. It favors calmer picks and only rebalances if weights drift ~5%.
CheckmarkValue prop
This rules-based risk-on/risk-off strategy blends trend-driven equity exposure with hedges, aiming for S&P-like returns (18.27% vs 18.78%), but with lower beta (~0.64) and solid risk controls (Sharpe ~0.83, Calmar ~0.71).

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Invest in this strategy
OOS Start Date
Mar 30, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend following, risk-on/risk-off, momentum, volatility trading, leveraged etfs, bond rotation, defensive hedging
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, GOOGL, TMF, MRK, SVXY, UUP, SPXU, BTAL, LLY, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.27%. 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, crypto, and options.