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Symphonies
SG Live - 2 monthly combo v2 - 1x leveraged - 401k eligible
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, monthly mix of growth and defense. Half rotates between Bitcoin vs the U.S. dollar (or a beaten-down diversifier). The other half uses a credit “canary” to own SPY when risk is healthy, otherwise Treasuries or a safety basket (gold, short Treasuries, dollar).
NutHow it works
Every month the portfolio splits in two (50% + 50%). - Sleeve A: If bonds have risen lately, hold whichever is trending better: Bitcoin (GBTC) or the U.S. dollar (USDU). If bonds are weak, buy the one diversifier that looks most “oversold” short term (RSI = a gauge of recent speed; low = sold off). - Sleeve B: 60% goes risk-on if high-yield bonds beat cash (own SPY). If not, try long Treasuries (TLT); if they’re weak too, use a safety mix (gold, short Treasuries, dollar). The other 40% always stays in that safety mix.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.33 vs SPY 1.01; annualized return ~26.6% vs ~18.7%; max drawdown ~11.7% vs ~18.8%; Calmar ~2.27. Rules-based, diversified sleeve rotates crypto, dollar, gold and bonds for higher growth with better downside control than the S&P 500.

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Invest in this strategy
OOS Start Date
Oct 6, 2024
Trading Setting
Monthly
Type
Stocks
Category
Multi-asset rotation, risk-on/off filter, trend & contrarian, monthly, 401k-friendly, bitcoin & dollar, defensive core
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUSDU, SHY, SPYandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.69%. 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, crypto, and options.