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Symphonies
OG 2x of OG Adaptive Asset Allocation - SPY, TLT, UUP, GLD | GiantSteps
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A weekly rotation that picks the two strongest of four (2x stocks, 3x long Treasuries, gold, US dollar) by 6‑month returns, then favors the steadier one using recent volatility. Designed to ride trends; expect big swings due to leverage.
NutHow it works
Each week it checks four ETFs: SSO (2x S&P 500 stocks), TMF (3x long US Treasury bonds), GLD (gold), UUP (US dollar). It picks the two with the best ~6‑month gains. Then it splits money between them, giving more to the steadier one (based on last month’s ups/downs). It adapts to risk‑on, falling‑rates, inflation/fear, or strong‑dollar periods.
CheckmarkValue prop
Out-of-sample rotation strategy beats the S&P on risk-adjusted growth: 22.8% vs 20.8% annualized return, Calmar 2.65, Sharpe 1.66 vs 1.30, max drawdown 8.6% vs 18.8%, beta ~0.41.

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Invest in this strategy
OOS Start Date
Nov 12, 2022
Trading Setting
Weekly
Type
Stocks
Category
Trend-following,momentum,tactical asset allocation,leveraged etfs,risk-weighted,weekly rebalance,macro rotation
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SSO
ProShares Ultra S&P500
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 toGLDandTMF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.71%. 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.