Skip to Content
Symphonies
OG V 1bb | đźš‚ Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015 | no bb okhi2u mod
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical mix: ride a US‑dollar uptrend or rotate into semiconductors and commodities, while a separate switch stays defensive unless stocks are deeply oversold—then it takes a short, high‑octane semiconductor bet (bull or bear).
NutHow it works
Each day, it checks if the US dollar is trending up. If yes, it owns a dollar fund (UUP). If not, it rotates into the two most volatile picks from semiconductors (SOXL) and commodities (DBC). Separately, unless stocks are extremely oversold, it holds a defensive, market‑neutral fund (BTAL). When stocks get very oversold, it makes a short‑term semiconductor bet: bullish (SOXL) if short‑term Treasuries look stronger than stocks, bearish (SOXS) otherwise.
CheckmarkValue prop
Out-of-sample edge: annualized return 31.6% vs 22.6% for the S&P, with lower drawdown (about 18.36% vs 18.76%) and Calmar 1.72. A two-engine system—dollar/semis/commodities and BTAL defense—that jumps when conditions favor risk-on and protects on oversold pullbacks.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum/rsi, semiconductors (leveraged), commodities, us dollar, defensive market-neutral, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUUPandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.36%. 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, crypto, and options.