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Symphonies
Mining Leads Commodities (and thus bonds / inflation)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-driven ETF strategy. It uses mining stocks to decide if the backdrop is inflationary or disinflationary, then rotates among commodities, bonds, sectors, currencies, and volatility hedges using simple trend, “stretched,” and volatility checks.
NutHow it works
1) First, it checks if mining stocks (XME) are trending up. If yes, it assumes an inflation-friendly backdrop; if not, a disinflation one. 2) Inside each backdrop it asks: Are prices trending (via fast/slow moving averages), are they “stretched” up or down (RSI, a 0–100 heat score), and how jumpy is the market (volatility)? 3) Based on that, it rotates among ETFs: e.g., DBC (broad commodities), TLT (long US Treasuries), XLE (energy), XLP/XLU (defensive), SOXX/SMH/QQQ (tech), USO/USL & UNG/UNL (oil/gas), VIXY/VIXM or SVXY (fear hedges), YCS/EUO (bets against yen/euro). 4) After sharp spikes, it adds “mean‑reversion” trades to take risk down. It rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P: ~29.5% annual return vs 24.5%, smaller drawdowns (~9.4% vs 14.7%), and stronger risk-adjusted metrics (Calmar ~3.15, Sharpe ~1.18). Beta ~0.82 offers smoother upside with less market risk.

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Invest in this strategy
OOS Start Date
Mar 3, 2025
Trading Setting
Daily
Type
Stocks
Category
Regime-based multi-asset etf rotation, commodities/bonds, volatility-aware, momentum + mean reversion, tactical, hedged
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 toXME, EEV, RWM, IAI, YCS, DBA, USL, SOXX, SMH, QQQ, DBC, KIE, XLB, BTAL, TBT, XLE, SRS, EUO, BIS, TMV, UNL, XLPandVEGI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.37%. 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.