Skip to Content
Symphonies
[Minimum Variance] The Golden Ratio FTLT ratios | Mike G
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, daily-rebalanced mix of gold, tech, emerging markets, real estate, and Treasuries. It uses trend and a short-term “heat gauge” to rotate between leveraged bull, bear, or bond ETFs, with occasional volatility hedges.
NutHow it works
Splits your money across 5 sleeves: gold (~54%), bonds+tech (~20%), emerging markets (~12%), real estate (~9%), and tech (~5%). Each sleeve holds one ETF and flips using two cues: 1) trend (price vs 200‑day average), 2) RSI, a 0–100 “heat gauge” (high=too hot, low=washed out). Uptrends use bull funds; overheated periods hedge or short; downtrends use bear funds or Treasuries. Rebalanced daily. Key funds: TQQQ/SQQQ (tech), UGL/GLL (gold), DRN/DRV (REITs), EDC/EDZ (EM), TMF/TMV/TLT (Treasuries), UVXY (volatility), SPY/IVV (S&P 500).
CheckmarkValue prop
Diversified, rules-based rotation delivering superior out-of-sample risk-adjusted gains vs the S&P 500: Sharpe ~2.28 vs 1.41, Calmar ~4.95, OOS return ~89.6% vs 29.3%, beta ~0.46—more upside with less market risk.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged tactical etfs, trend + rsi rotation, long/short gold, tech, em, reits, treasuries, volatility hedge
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IVV
iShares Core S&P 500 ETF
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 toDRN, UGL, TQQQ, EDCandIVV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 89.30%. 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, and options.