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Symphonies
Serenity Output of Tangency Portfolio 15
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, daily‑rebalanced, multi‑asset strategy that tilts between growth and safety using simple trend, overbought/oversold, and volatility signals—adding hedges or cash when markets run hot and buying dips (often tech/semis) when they cool.
NutHow it works
It’s a rulebook that shifts money daily across stocks, bonds, cash, commodities, and volatility. It asks: Is the market trending up (moving averages)? Is it overheated or washed‑out (RSI: a 0–100 “speedometer”)? Is fear rising (VIX funds)? If hot, it trims stocks and adds hedges/cash. If weak after a drop, it buys dips (often tech/semis). Bonds switch by trend; commodities only when trending.
CheckmarkValue prop
Out-of-sample, this rules-based, daily-rebalanced multi-asset strategy aims for steadier, risk-adjusted gains: ~7.75% annualized return, ~11.6% max drawdown, Sharpe ~0.61, Calmar ~0.67—lower drawdowns vs the S&P thanks to hedges.

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Invest in this strategy
OOS Start Date
Oct 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,multi-asset,trend-following,momentum & mean reversion,volatility hedging,leveraged etfs,risk-on/risk-off
Tickers in this symphonyThis symphony trades 74 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X 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 toILCG, FCG, KOLD, XMPT, SVXY, UUP, DBC, SHY, DBO, SHV, XLE, EDC, EDV, SCHD, VIXMandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.58%. 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.