Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
Min Volatility | Themed Mix | Anansi | 2013-02-07
Today’s Change
—

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
Adaptive rules-based mix: ride uptrends, hedge with Treasuries/cash. Lower beta (~0.64) and solid OOS risk-adjusted returns (Sharpe ~0.83, Calmar ~0.69) offer steadier growth than the S&P 500.

Loading backtest data...

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 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 toUPRO, TMF, UUP, BTAL, TLT, UVXY, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.84%. 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.