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Symphonies
Proposal V3.0.4c | ☢️ Beta Baller + TCCC 💊 - with Belcampo69 2012 DD reduction + additional overall DD reduction
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule-based “traffic light” that rotates into one ETF at a time—usually leveraged tech/semis in good times, and volatility, inverse tech, or Treasuries when risk rises. It mixes buy-the-dip and ride-the-winner, guided by bond and commodity signals.
NutHow it works
Every day it asks: 1) Is the stock market hot or cold? 2) Are interest rates rising or falling? 3) Are commodities taking the lead? Then it picks one ETF to hold: - If stocks are too hot, it bets on a pullback (buys volatility or inverse tech). - If they’re washed out, it buys the most beaten-down high-growth index—only if bond signals agree. - If rates/commodities warn of stress, it goes defensive (inverse tech, strong USD, oil, or Treasuries).
CheckmarkValue prop
Out-of-sample, this strategy targets ~41% annualized return vs SPY’s ~21%, using macro filters and risk hedges. Higher drawdowns (~55% vs ~19%), and lower risk-adjusted Sharpe (~0.82 vs ~1.33). Potential for big upside with active risk controls.

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Invest in this strategy
OOS Start Date
Dec 4, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, regime switching, momentum + mean reversion, volatility hedging, macro (rates/commodities) filters, daily rebalance
Tickers in this symphonyThis symphony trades 38 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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWZ
iShares MSCI Brazil 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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 55.08%. 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.