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Symphonies
OG V.1.4|Dippy Qutie 🍒|Garen,Pietros,EricS|6/16/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk-on/risk-off strategy. It shorts stocks on volatility spikes, uses Treasuries or 3x Nasdaq after sharp tech selloffs, and otherwise splits into five trend slices that pick 3x S&P 500, commodities, or the best defensive asset (bonds/dollar/gold).
NutHow it works
Daily rebalance. 1) If volatility (VIXM) is surging (RSI>68), hold SPXU (3x inverse S&P 500). 2) Else if Nasdaq-100 fell >3% in 5 days, use a shock absorber: prefer SCHO (short‑term Treasuries); buy TQQQ (3x Nasdaq) only on deeper dips; skip >+5% 1‑day pops. 3) Else use 5 equal slices: if stocks (SPY) beat commodities (PDBC) over 200–600 days and bonds are rising (BND>BIL), hold UPRO (3x S&P 500); otherwise hold the 60‑day leader of BSV/UUP/IEF/SPY/GLD; if commodities lead, hold PDBC. Exposures: US stocks (esp. tech), commodities, gold, Treasuries, US dollar.
CheckmarkValue prop
Out-of-sample edge: annualized return 41.35%, Sharpe 1.11, Calmar 1.04, alpha 0.045. A diversified, regime-switching mix across stocks, commodities, bonds and dollars—aimed at higher risk-adjusted growth than the S&P, even with bigger drawdowns.

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Invest in this strategy
OOS Start Date
Nov 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, trend-following, volatility trigger, risk-on/risk-off, leveraged etfs, multi-asset rotation, daily rebalance
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHO
Schwab Short-Term U.S. Treasury ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toGLDandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.64%. 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

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