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Symphonies
Sandy's Modified AAWP (logic changeup) v2 + V1.1 Kearsarge w/ Dividends - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

K‑1‑free, rules‑driven “all‑weather” mix that rides tech in healthy uptrends, but pivots fast to hedges (short Nasdaq, dollar, staples, market‑neutral) and rate trades (3x long/short Treasuries) when volatility or yields rise, plus a small commodities tilt.
NutHow it works
Daily it reads three dials: Trend (price vs its recent average), Stress (fear via VIX ETFs), and Rates (long‑Treasury trend). In calm uptrends it uses TQQQ (3x Nasdaq) or income‑tilted JEPQ. If tech looks “too hot” (RSI = simple 0‑100 ‘hot/cold’ score) or fear/rates jump, it shorts with PSQ/SQQQ, shifts to defensives (BTAL, XLP, USDU), and flips bonds between TMF (3x long) and TMV (3x short). A small sleeve rotates into PDBC and GDX.
CheckmarkValue prop
Out-of-sample edge: 34.18% annualized return vs 23.45% for the S&P; max drawdown 9.11% vs 18.76%; beta ~0.86; Calmar 3.75. All-weather, K-1-free, risk-managed growth with tech upside and volatility hedges.

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Invest in this strategy
OOS Start Date
Nov 27, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, all-weather, trend-following, volatility-managed, leveraged etfs, crash protection, equities, bonds, commodities
Tickers in this symphonyThis symphony trades 38 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 28.45%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.11%. 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.