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Symphonies
NOVA | Steadfast Portfolio | v6.1 | GobMod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven, daily-rotating portfolio. Buys strength in stocks/energy, flips to bonds or cash when trends weaken, and adds hedges (VIX or inverse ETFs) when markets look overheated. Heavy use of leveraged and volatility ETFs; very active and tactical.
NutHow it works
This strategy moves money daily among stocks, bonds, commodities, volatility funds, and cash‑like T‑Bills. It uses simple rules: trend (price vs a long‑term average), momentum (recent returns), and RSI (a 0–100 “hot/cold” gauge). In uptrends it owns growth/energy; if markets look overheated or weak, it adds hedges (VIX funds, inverse ETFs) or parks in T‑Bills.
CheckmarkValue prop
Why invest: higher out-of-sample Sharpe (1.28 vs 1.12), much smaller drawdown (7.96% vs 18.76%), and lower beta (~0.51) with Calmar 2.23—delivering stronger risk-adjusted growth and capital protection vs the S&P 500.

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Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, momentum, volatility hedging, commodities, bonds, leveraged etfs, market timing
Tickers in this symphonyThis symphony trades 95 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
COST
Costco Wholesale Corp
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 toXME, FCG, PGR, KOLD, EEM, TMF, XOP, DBA, QQQ, COKE, NVO, UUP, DBC, GE, SHY, DBO, SPXU, UGL, BTAL, LLY, SHV, XLE, SH, DUG, GLD, TLT, TMV, BIL, COST, ERY, XLP, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.96%. 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.