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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

Weekly, own the two strongest of: 2x U.S. stocks (SSO), 3x long Treasuries (TMF), gold (GLD), or the U.S. dollar (UUP) based on ~6‑month gains. Weight more to the steadier one (lower recent swings). Leverage boosts both ups and downs.
NutHow it works
Each week it checks the last ~6 months of performance for four funds: SSO (2x U.S. stocks), TMF (3x long U.S. Treasuries), GLD (gold), and UUP (the U.S. dollar). It picks two that have been winning recently and splits money between them, giving more to the one that’s been calmer over the last month. Rebalanced weekly. Using SSO/TMF makes it more aggressive.
CheckmarkValue prop
Out-of-sample edge: annualized return ~22.77% vs S&P 500 ~20.76%; risk-adjusted Sharpe ~1.66 vs ~1.30; max drawdown ~8.6% vs ~18.8%; stronger risk-adjusted growth with momentum-driven, inverse-vol weighting and weekly rebalancing.

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Invest in this strategy
OOS Start Date
Nov 12, 2022
Trading Setting
Weekly
Type
Stocks
Category
Momentum rotation, trend-following, leveraged etfs, weekly rebalance, inverse-vol weighting, macro assets
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 ETF
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 toGLDandUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.01%. 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.