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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + V2 Fund Surfing - K-1 Free
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based rotation that chases upside in leveraged tech/market ETFs when conditions are calm, and shifts to bonds, currencies, commodities, or inverse hedges when volatility or rising rates hit. Goal: strong gains with smaller drawdowns.
NutHow it works
Daily, it flips Risk ON/OFF using a 56‑day bond trend (BND). Risk ON: rotate into the most “beaten‑down” pick from a small set of aggressive stock ETFs (e.g., 3x NASDAQ/S&P/Tech). If volatility heats up, temporarily switch to long or short long‑term Treasuries (TMF/TMV) or a small equity/commodity mix. Risk OFF: if rates rise, favor USD, commodities, and inverse/hedge ETFs; if rates fall, hold USD, long Treasuries, low‑beta, and staples.
CheckmarkValue prop
Out-of-sample, this strategy targets ~41.8% annualized return vs SPY’s ~21%, with ~0.87 Sharpe and ~0.50 Calmar—strong upside capture with hedges. Expect higher drawdowns in stressed markets.

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Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk on/off, momentum/mean‑reversion, volatility filter, leveraged/inverse etfs, bond/interest‑rate hedging
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FXY
Invesco CurrencyShares Japanese Yen Trust
Stocks
HDGE
AdvisorShares Ranger Equity Bear ETF
Stocks
HEFA
iShares Currency Hedged MSCI EAFE ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SJB
ProShares Short High Yield
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 84.10%. 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.