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Symphonies
Sandy's Nested Golden Dragon V4.71 | Enigma
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑driven, daily‑rebalanced “all‑weather” system that rotates between leveraged growth bets and layered safety hedges based on trend, overbought/oversold readings, volatility spikes, and interest‑rate regime.
NutHow it works
A daily playbook that shifts between offense and defense. - Offense: when stocks trend up or dips look attractive, it buys aggressive funds (TQQQ, TECL, UPRO, SOXL). - Defense: when markets overheat, fall hard, volatility jumps, or rates rise, it moves to Treasuries (TLT/TMF), gold (GLD), the US dollar (UUP/USDU), market‑neutral BTAL, defensive sectors, shorts (SDS/SQQQ), or VIX hedges (UVXY/VIXM). Signals use trend, hot/cold scores (RSI), drop size, and volatility.
CheckmarkValue prop
Out-of-sample edge: better risk-adjusted returns and lower drawdowns. Calmar ~1.26 and max drawdown ~15.4% vs SPY ~18.8%, with near-SPY annualized return (~19.44% vs 20.05%). Diversified regime-rotator reduces risk while preserving upside.

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Invest in this strategy
OOS Start Date
May 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, regime rotation, trend/momentum, volatility hedge, risk-parity tilt, leveraged etfs, macro
Tickers in this symphonyThis symphony trades 56 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
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HDGE
AdvisorShares Ranger Equity Bear ETF
Stocks
IEF
iShares 7-10 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 toUPRO, SOXL, TMF, DBC, SPY, TECL, TQQQ, FASandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.38%. 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.