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Symphonies
Modified Foreign Rat (why does this work?!)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily. Uses a fear gauge to switch: in turmoil, buy 3× tech on dips or sit in cash/hedges; in calm, go 3× long or 3× short emerging markets based on bond-vs-stock strength. Very high risk.
NutHow it works
It first checks a “fear” ETF (VIXM). When fear is high, it either buys a 3× tech fund (TQQQ) on dips or hides in cash/hedges (BIL=T‑bills, VIXY=volatility, BTAL=defensive long‑low‑risk/short‑high‑risk stocks) using hot/cold and trend tests. When fear is low, it flips between 3× long or 3× short emerging markets (EDC/EDZ) based on whether short‑term bonds look stronger than stocks. Rechecked daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~2.0 vs SPY ~1.13, Calmar ~4.5, alpha ~0.82. Regime-switching and hedges aim for higher risk-adjusted upside in tech/EM, with disciplined controls vs the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility filter, trend + mean reversion, nasdaq 100, emerging markets, hedged, bonds, 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 toEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 163.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.40%. 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.