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Symphonies
Not Today Satan (w/ Pops) | BSC Framework | BT 12/20/13 = AR 111% / DD 10.1% / Beta: -0.69 |
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven, crisis‑hunting strategy. It often profits when markets fall by owning volatility, and in calmer periods takes quick tech/small‑cap or short‑vol trades. It also hides in Treasuries, gold, or cash‑like bonds under stress. Uses leveraged/VIX ETFs—high risk.
NutHow it works
Think of it as a fast “storm chaser.” It watches fear (the VIX), interest rates (long Treasuries), tech/growth mood, bank/credit health (financials and junk bonds), and oil. When fear or stress jumps, it flips to protection (VIX funds, Treasuries, gold, cash‑like bonds). When calm or after sharp dips, it takes short, tactical bets in tech/small caps or short‑vol. Triggers use RSI (a short‑term hot/cold meter) and simple trends.
CheckmarkValue prop
Out-of-sample, this crisis-alpha strategy targets higher upside than the S&P 500 (≈21.7% vs 19.2% annualized) by profiting in downturns with long volatility and quick tech rebounds, with Treasuries/gold hedges. Slightly higher drawdowns but potentially bigger gains.

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Invest in this strategy
OOS Start Date
Mar 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Volatility-harvesting, crisis-alpha, tactical-asset-allocation, leveraged-etfs, mean-reversion, macro-risk-switch
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
ICSH
iShares Ultra Short Duration Bond Active 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 toICSH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.15%. 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.