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Symphonies
No K1 ish - Aggressive SSTrader Safety Orchestra v1.2
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “system of systems” that rotates among stocks, commodities, and long Treasuries. It rides uptrends, buys sharp dips, and shifts to hedges/cash when trends break. Heavy use of 2–3x ETFs and UVXY—very high risk/volatility.
NutHow it works
Daily, rules-based mix of 3 sleeves: stocks/commodities, long Treasuries, and an aggressive tech/volatility trader. It uses trend (price vs a long-term average) and a “hot/cold” meter (RSI, 0–100: high = stretched up, low = stretched down). In uptrends it rides longs (SPY/QQQ; 2–3x versions, e.g., UPRO/TQQQ). In downtrends it hedges/shorts or parks in cash/bonds (BIL/SHY). Commodities use no‑K‑1 funds (PDBC/COMT/FTGC). Brief UVXY is used when the S&P looks too hot.
CheckmarkValue prop
Out-of-sample edge: ~26.9% annual return vs 21.1% for the S&P, Calmar ~1.32, Sharpe ~1.09. A regime-switching, trend-following mix across stocks, commodities, and Treasuries targets higher risk-adjusted gains, with larger drawdowns.

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Invest in this strategy
OOS Start Date
Nov 13, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend + mean reversion, leveraged etfs, commodities, treasuries, volatility hedge, daily rebalancing
Tickers in this symphonyThis symphony trades 48 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE 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 toUPRO, USDU, TMF, FTGC, COMT, BTAL, GLD, PDBCandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.34%. 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.