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Symphonies
Port 15
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based portfolio that rides tech uptrends with 3× ETFs, but quickly cuts risk or hedges when signals look overheated or weak. Adds volatility hedges, Treasuries, commodities, and managed‑futures (DBMF, KMLM) for diversification.
NutHow it works
Each day the rules check big trends (stock index and bond ETFs vs long‑term averages) and short‑term “heat” (RSI is a hot/cold speedometer). If risk‑on, it buys fast movers like tech/semis using 3× ETFs (TQQQ, SOXL, TECL, UPRO). If risk‑off or overheated, it shifts to hedges/shorts (SQQQ, SPXS), volatility funds (UVXY/UVIX), or Treasuries (TMF). A small core holds SCHD+SCHG and managed‑futures (DBMF, KMLM). Main sectors: tech/semis, with rotations into energy, commodities, healthcare, and bonds.
CheckmarkValue prop
Out-of-sample: ~44% annualized return vs SPY ~28%, Calmar ~2.74, drawdown ~16% vs ~12%, beta ~1.40. Uses vol hedges and managed futures for higher upside and regime-based protection vs the S&P.

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Invest in this strategy
OOS Start Date
Mar 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, volatility hedging, managed futures, sector rotation
Tickers in this symphonyThis symphony trades 116 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BIZD
VanEck BDC Income ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BZQ
ProShares UltraShort MSCI Brazil Capped
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities 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.

"Port 15" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Port 15" is currently allocated toUPRO, XME, USDU, TMF, XOP, SVXY, UUP, DBMF, DBC, UGL, TQQQ, XLE, SH, UNH, EUO, TLT, PDBC, TMV, SCHD, SCHG, XLI, XLY, COST, XLP, VEGI, KMLMandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Port 15" has returned 30.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Port 15" is 16.11%. 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 "Port 15", 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.