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Symphonies
Pop + Hedges
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily-rebalanced, multi-bot strategy that tries to ride momentum in levered US market exposures (SPXL, TQQQ, SOXL) while hedging with volatility, cash-like shorts, and commodity/currency/bond assets. It uses a 10-day RSI to decide when to push into volatility hedges (UVXY) or into the levered exposure, with a broad set of hedges and commodity overlays for risk management.
NutHow it works
The strategy runs every day and splits capital across many smaller decision blocks (bots). Each bot targets a popular market theme (SPY/large-cap, QQQ/tech, SMH/semiconductors, and combo themes with commodities). For each bot, the system looks at a momentum-ish signal built from a 10-day look-back on a highly-leveraged version of the base market move (for SPY it uses SPXL, for QQQ it uses TQQQ, for SMH it uses SOXL). The core rule is simple:
CheckmarkValue prop
Out-of-sample, a multi-bot strategy targets ~30% annualized return with Calmar ~1.12 vs the S&P, delivering stronger risk-adjusted upside via diversified hedges and levered bets. Higher drawdown (~26.7%), for growth-focused investors with risk tolerance.

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Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Quantitative, multi-asset, hedged momentum, levered etfs, volatility hedging, commodities
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy 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
SH
ProShares Short S&P500
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.

"Pop + Hedges" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Pop + Hedges" is currently allocated toUPRO, IEF, USDU, CURE, SPXL, SPY, TQQQ, TLT, PDBCandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Pop + Hedges" has returned 32.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Pop + Hedges" is 26.72%. 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 "Pop + Hedges", 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.