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Symphonies
S7 Inflation/Deflation Based Risk Strategy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, regime‑switching strategy. If DBB outperforms TLT, it plays inflation (commodities/cyclicals); otherwise it plays deflation (Treasuries/defensives). Short‑term RSI “speedometer” adds brakes/hedges, including some leveraged/inverse and volatility ETFs.
NutHow it works
1) Decide the backdrop: If a base‑metals fund (DBB: copper/aluminum/zinc; an inflation proxy) is beating long US Treasuries (TLT: a safety/deflation proxy), it treats markets as inflationary—otherwise deflationary. 2) Inside that, it uses RSI—a 0–100 price “speedometer” (>70 hot, <30 washed‑out)—to tell risk‑on/off. 3) It buys what fits the regime (inflation→commodities/cyclicals; deflation→Treasuries/defensives) and adds hedges or inverse funds when things look overheated/weak. Rebalanced daily. Uses some leveraged/volatility ETFs, which add risk.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy beats the S&P on risk-adjusted return: ~31.6% vs 24.7% annualized, drawdown ~8.4% vs 14.6%, Sharpe ~1.25 vs 1.22. It adapts to inflation/deflation with hedges to protect gains.

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Invest in this strategy
OOS Start Date
Mar 4, 2025
Trading Setting
Daily
Type
Stocks
Category
Regime switching, tactical asset allocation, multi-asset etfs, trend & mean reversion, leveraged/inverse, volatility hedging
Tickers in this symphonyThis symphony trades 73 assets in total
Ticker
Type
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BIZD
VanEck BDC Income ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BZQ
ProShares UltraShort MSCI Brazil Capped
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBB
Invesco DB Base Metals Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DUG
ProShares UltraShort Energy
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X 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 toXME, XOP, SVXY, XLE, EUO, TLT, XLI, XLY, XLPandVEGI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.38%. 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.