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Symphonies
Portfolio Experiment: Volatility Minimization
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, daily portfolio that rides tech‑led rallies with leveraged funds when trends are healthy, but quickly shifts to protection (VIX funds, inverse ETFs, bonds or cash) when markets look overheated or weak. Goal: keep gains and cut big drawdowns. High risk.
NutHow it works
Each day it reads simple gauges: trend (is price above its 200‑day average?), speed (RSI = a price speedometer; high = overheated, low = washed‑out), and risk (volatility/drawdown). If risk looks low it owns fast movers—mainly tech/semis, often 3× (TQQQ, TECL, SOXL). If markets look hot or shaky it pivots to crash‑protection (UVXY/VIXY, inverse ETFs) or cash/T‑Bills, and it also toggles Treasuries (TMF/TMV) and sometimes gold.
CheckmarkValue prop
Out-of-sample stats: Sharpe ~2.96 vs 2.05, annualized return ~50% vs ~24%, beta ~0.72, Calmar ~8.0, and positive alpha. Higher risk-adjusted upside with disciplined downside controls versus the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, leveraged etfs, sector rotation, long/short, risk-managed, daily rebalancing
Tickers in this symphonyThis symphony trades 127 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
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 toUPRO, NFLX, TMF, XOM, SVIX, NVDA, JNJ, SPXU, TECL, TQQQ, EDC, UNH, XLK, UDOW, TMV, BILandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.23%. 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.