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Symphonies
[Minimum Variance] The Golden Ratio FTLT ratios | Mike G
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, daily‑rebalanced, high‑risk strategy: mostly rides gold’s trend while tactically flipping long/short in bonds, tech, emerging markets, and real estate using simple trend and “hot/cold” signals. Uses many leveraged ETFs.
NutHow it works
It splits your money into five sleeves: ~54% gold, ~20% long/short long-term Treasuries (with occasional tech), ~12% emerging markets, ~9% real estate, ~5% tech. Rules use two ideas: trend (is price above/below a long-term average?) and a short‑term “hot/cold” meter (RSI, 0–100). In uptrends it rides the move; if things get very hot it briefly hedges (UVXY) or flips; in downtrends it may switch to the inverse fund or Treasuries. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.60 vs 1.44, Calmar 3.13, annualized return 56.6% vs 32.4% for SPY. A gold-centric core plus tactical sleeves ride trends, hedge extremes, and offer stronger risk-adjusted growth—though with higher drawdowns.

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Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, momentum, leveraged etfs, gold-centric, tactical bonds, em/reit bull-bear, volatility hedge, daily rebalance
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 toDRV, UGL, TQQQ, EDZandIVV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 56.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.11%. 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.