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Symphonies
Self-Replicating Bootstraps
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rule-based, crisis-aware switcher. When fear spikes or big drops hit, it hedges or goes short; otherwise it rides tech-heavy rallies with 3x ETFs; in choppy markets it parks in cash, bonds, gold, or managed futures. Expect big swings.
NutHow it works
Each day it checks: 1) the fear gauge (VIX), 2) the long‑term trend (200‑day line), 3) recent swings, and 4) bonds vs stocks. It uses a hot/cold gauge (RSI) to spot extremes. Panic → buy “fear” funds (UVXY/UVIX), BTAL, or cash (BIL). Uptrend → ride 3x tech/US stock funds (TQQQ, TECL, UPRO). Chop → use gold, Treasuries, or managed futures (DBMF/KMLM), or mild shorts (PSQ/SH). Daily re‑balance. Very high risk.
CheckmarkValue prop
Out-of-sample, this crisis-aware strategy outperforms the S&P on risk-adjusted terms: Sharpe ~1.54 vs 1.03, Calmar ~2.15, and annualized return ~66.8% vs ~18.8%, with diversified hedges for drawdown protection.

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Invest in this strategy
OOS Start Date
Jul 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime switching, leveraged etfs, volatility trading, trend following, mean reversion, hedging, short selling, managed futures, tactical allocation
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"Self-Replicating Bootstraps" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Self-Replicating Bootstraps" is currently allocated toSVIX, TECL, TQQQandEDZ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Self-Replicating Bootstraps" has returned 66.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Self-Replicating Bootstraps" is 31.13%. 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 "Self-Replicating Bootstraps", 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, crypto, and options.