Skip to Content
Symphonies
Sandy's Modified AAWP (logic changeup) v2 + V1.1 Kearsarge - K-1 Free
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, K‑1‑free “All‑Weather” mix that tilts into growth in calm uptrends (TQQQ) and turns defensive in stress (SQQQ/SOXS, BTAL). It flips between long and short Treasuries (TMF/TMV) as rates change and adds commodities (PDBC), aiming to beat the S&P 500 over time.
NutHow it works
It blends stocks, bonds, and commodities, then adjusts risk using three simple checks: trend (price vs its average), hot/cold readings (RSI: a 0–100 gauge), and market fear (VIX via VIXY). In calm uptrends it leans into growth with TQQQ (triple‑Nasdaq). If fear spikes or prices look stretched, it cuts risk or flips defensive with SQQQ/SOXS (inverse Nasdaq/semis), BTAL (defensive long‑short), and TMV or TMF (short/long Treasuries) based on interest‑rate trends. Uses PDBC for commodities. Daily rebalance. K‑1 free.
CheckmarkValue prop
Out-of-sample annualized return of 35.1% vs S&P 500's 23.5%, with 9.5% max drawdown vs 18.8%, better risk-adjusted (Calmar 3.70) and Sharpe ~1.18. Beta ≈0.93; diversified across stocks/bonds/commodities; K-1 free.

Loading backtest data...

Invest in this strategy
OOS Start Date
Nov 27, 2023
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical, leveraged etfs, risk-managed, crash protection, trend & mean reversion, k-1 free
Tickers in this symphonyThis symphony trades 37 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FLOT
iShares Floating Rate Bond ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond 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 toTIP, IEF, USDU, TMF, GDX, HYG, SHY, LQD, TQQQ, SHV, IEI, PDBC, TMV, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.49%. 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.