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

About

Daily, split into 3 sleeves: ride a U.S. Dollar uptrend or rotate into the most active assets; in sharp S&P selloffs, swing trade semiconductors long/short using a quick bond‑vs‑stock check; otherwise sit in a defensive market‑neutral ETF.
NutHow it works
It rebalances daily and splits money into 3 buckets (~40%, ~40%, ~20%). - Buckets 1 & 3: If the U.S. Dollar (UUP) is trending up (recent avg > longer avg), hold UUP. If not, pick the 2 most “active” of SOXL (3x semis), DBC (commodities), BIL (T‑Bills). - Bucket 2: If the S&P 500 (SPY) is very oversold, trade semis: go bull (SOXL) if Treasuries (SHY) look stronger than stocks (VTI), else go bear (SOXS). If not oversold, hold BTAL (defensive). RSI is a 0–100 “heat” gauge; low=oversold.
CheckmarkValue prop
Three-sleeve, rules-based strategy: ~29% annualized out-of-sample return, Calmar ~1.59, max drawdown ~18.36%, versus SPY ~22% return and ~18.76% drawdown. Higher risk-adjusted upside through diversified macro/sector signals and hedges.

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Invest in this strategy
OOS Start Date
Nov 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend + mean reversion, risk-on/risk-off, leveraged etfs, us dollar, semiconductors, commodities, treasuries
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
VTI
Vanguard Total Stock Market ETF
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 toUUPandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.11%. 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, and options.