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Symphonies
rebalanced/leveraged 2007 FTLT | Hedged (Public)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven, multi‑asset portfolio that replaces plain S&P 500 exposure with a tactical core and layered hedges. It rides uptrends, buys controlled dips, shifts to bonds/commodities or cash when risk rises, and can short in bear markets.
NutHow it works
It’s a daily‑rebalanced, rules‑based portfolio. First it checks trend (is price above a long average?). Then it gauges “heat” with RSI (hot >80 = too frothy; cold <30–35 = washed out). It buys leaders in uptrends, buys small dips when very oversold, and parks in T‑bills (SHV/SHY) or hedges (SH/PSQ, VIXY/UVXY) when risk rises. Tools used: QQQ/XLK (big tech), TLT/TMF/TMV (long Treasuries), GLD (gold), DBC/DBA/DBO/FCG/XLE (commodities/energy), SVXY/VIXY/UVXY (vol), SH/PSQ (shorts).
CheckmarkValue prop
Out-of-sample, the strategy trims drawdowns to 12.9% vs SPY’s 18.8% and delivers a Calmar ~1.14, offering steadier, risk-adjusted gains: ~14.7% annualized vs SPY’s ~19.6%, with better downside protection.

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Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend + mean reversion, hedged, uses leverage/shorts, bonds, commodities, volatility hedging
Tickers in this symphonyThis symphony trades 63 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
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
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 toXME, FCG, KOLD, EEM, TMF, XOP, DBA, UUP, DBC, SHY, DBO, BTAL, SHV, XLE, IWM, TLTandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.88%. 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.