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Symphonies
Project Shiny Christmas - Christmas 2023 Competition Entry
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical, high‑octane rotation. If the market looks overheated, hold Treasury‑bond momentum + UVXY. Otherwise, trade the two most volatile sectors using 2x bull ETFs—unless their bellwether looks overheated, then switch to 2x inverse. High risk.
NutHow it works
1) Check a market “heat gauge” (RSI) on the S&P 500 (SPY). - If very hot (>70): go defensive—equal‑weight 2 strongest Treasury‑bond ETFs (picked from SHV/SHY/IEI/IEF/TLH/TLT) plus UVXY (a VIX/volatility fund). - Else: pick the 2 most lively sectors (highest 90‑day volatility). For each, buy 2x bull ETFs unless its bellwether stock looks overheated, then use 2x inverse. Equal‑weight; rebalance only if weights drift ~10%.
CheckmarkValue prop
Out-of-sample, this strategy delivers bigger upside (42% annualized vs SPY's 22%), with a Calmar ~1.38. Drawdowns run hotter (~30%), but the risk-adjusted edge from volatility-driven sector rotation offers meaningful long-term alpha.

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Invest in this strategy
OOS Start Date
Dec 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical sector rotation, rsi gating, leveraged 2x etfs, volatility targeting, treasuries momentum, uvxy hedge
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toROM, USDandBIB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.49%. 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, crypto, and options.