Skip to Content
Symphonies
[Sharpe] MPT'd 3-15-25 Compilation | Gobi
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-driven blend that toggles among growth, bonds/cash, hedges, and diversifiers using simple “hot/cold” and trend checks on major ETFs. It adds risk when trends are healthy, hedges when markets look too hot, and leans on KMLM for diversification.
NutHow it works
Daily, rule-based shifts between offense (QQQ/TQQQ, TECL, SOXL), defense (TLT/TMF, cash BIL/SHV), hedges (PSQ/SQQQ, VIXY/UVXY), and diversifiers (KMLM, GLD, BTAL, EM via EEM/EDC/EDZ; utilities VPU/XLU). Signals: RSI (a 0–100 “hot/cold” meter), trend lines (moving averages), and recent return. When stocks run hot it hedges; when washed‑out or trending up it adds risk; otherwise it prefers bonds/cash. KMLM’s trend helps decide when to favor or fade 3x tech.
CheckmarkValue prop
Dynamic, rule-based rotation across growth, bonds, hedges and diversifiers seeks regime-ready diversification. In out-of-sample tests it delivers solid risk-adjusted performance (Calmar ~1.12; Sharpe ~0.69) with S&P diversification, albeit with lower raw return.

Loading backtest data...

Invest in this strategy
OOS Start Date
Mar 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-strategy,momentum,trend-following,risk-on/risk-off,leveraged etfs,hedging,volatility,managed futures,bonds,emerging markets
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 toQQQ, BTAL, TQQQ, SHV, EDZ, VPU, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.76%. 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.