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Symphonies
Protoculture v16 - Group D [Internal]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based, event-driven strategy: ride tech-led uptrends with leveraged ETFs, add volatility “insurance” when markets look overheated, flip to hedges or inverse funds when trends weaken, and use diversifiers like bonds, gold, and managed futures (KMLM).
NutHow it works
1) If a “panic sensor” trips (a short‑vol fund drops fast), go to cash. 2) If the market looks overheated (a momentum gauge is very high), buy volatility as insurance. 3) If the S&P 500 is in an uptrend, ride tech/semis with leveraged ETFs; if not, use hedges or inverse funds. 4) Rotate within these lists by recent moves (buy dips or ride leaders).
CheckmarkValue prop
Out-of-sample results beat the S&P on risk-adjusted return: higher Sharpe (1.63 vs 1.15), lower drawdown (9.2% vs 18.8%), stronger annualized return (~29% vs ~21%), plus diversification and crash insurance built in.

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Invest in this strategy
OOS Start Date
Sep 8, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Trend-following, mean reversion, volatility timing, sector rotation, leveraged etfs, risk management, managed futures, defensive hedges
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.

"Protoculture v16 - Group D [Internal]" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Protoculture v16 - Group D [Internal]" is currently allocated toIEF, RWM, TECS, SVIX, QQQ, SVXY, SPXS, TQQQ, SSO, SRTY, SQQQ, DOGandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Protoculture v16 - Group D [Internal]" has returned 29.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Protoculture v16 - Group D [Internal]" is 9.21%. 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 "Protoculture v16 - Group D [Internal]", 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.