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Symphonies
OOS High Sortino Cum return Sort WM74 + Wash
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rules-based switcher: buys dips in leveraged tech/semis, but when prices look overheated or risk rises it shifts to T‑bills, bonds, volatility hedges, or managed futures (KMLM). Signals used: RSI, trends, volatility.
NutHow it works
Daily, it flips between offense and defense using: RSI (speed of recent gains/losses; high=overheated, low=washed‑out), trend (price vs 200‑day avg), volatility spikes (VIX ETFs), and bond‑vs‑stock strength. Offense: buy dips in high‑beta tech/semis (TQQQ, TECL, SOXL). Defense/hedge: T‑bills (BIL/SHV/SGOV), long/short 20+yr Treasuries (TMF/TMV), volatility (UVXY/UVIX), or managed futures (KMLM). KMLM = trend‑following across commodities/currencies/rates; used when tech momentum lags.
CheckmarkValue prop
Out-of-sample, this rules-based strategy delivers higher upside than the S&P 500: about 34.9% annualized vs 19.4%, with Calmar ~1.45. It diversifies risk via tactical shifts to Treasuries and volatility hedges—though drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Feb 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, momentum/mean reversion, leveraged etfs, vix hedges, bond timing, managed futures, t‑bills
Tickers in this symphonyThis symphony trades 112 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CLSE
Convergence Long/Short Equity 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 toTMF, UUP, SHV, GLD, TLT, VIXM, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.01%. 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.