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Symphonies
NOVA | Long John Bond ETFifier | Anansi Mods v1.5
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical swing strategy. It uses a short‑term “heat” gauge and bond‑vs‑stock checks to flip between UVXY/cash for protection and dip‑buying in 3x equity ETFs, with diversifiers or short‑Treasury tilts after big drops. Extremely high risk.
NutHow it works
Each day it reads a short‑term “heat meter” (RSI) on big stock indexes and bonds. If markets look overheated, it hedges with UVXY (a volatility fund). If tech looks washed‑out, it buys a 3x tech fund (TECL). If drops in tech or long Treasuries are steep, it shifts to diversifiers (managed futures, oil) or funds that benefit from rising rates. Otherwise, it uses bond strength vs bear‑stock funds to decide whether to buy the most beaten‑down 3x stock funds or sit in T‑Bills (BIL). Very high risk.
CheckmarkValue prop
Out-of-sample Sharpe ~1.37 vs SPY 0.92; annualized return ~91.5% vs SPY 15.95%; Calmar ~3.12. Adaptive hedging and mean-reversion across diversifiers aim for higher risk-adjusted upside than the S&P, accepting higher drawdowns.

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Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etf rotation, volatility hedge, bond–equity timing, mean reversion, momentum, daily rebalancing
Tickers in this symphonyThis symphony trades 37 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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
DPST
Direxion Daily Regional Banks Bull 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
GSST
Goldman Sachs Ultra Short Bond ETF
Stocks
HIBS
Direxion Daily S&P 500 High Beta Bear 3X Shares
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
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 toSOXL, DPST, PILL, RETL, TECLandEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 91.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 29.34%. 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.