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Symphonies
[Sharpe] MPT'd 3-15-25 Compilation | Gobi
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-driven portfolio that toggles between tech momentum, long Treasuries, volatility hedges, managed futures, defensives, and cash-like bonds—aiming for steadier, higher risk‑adjusted returns by switching risk on/off as conditions change.
NutHow it works
It’s a daily, rules-based blend of 6 sleeves. It rotates among: US tech up/down bets (QQQ via TQQQ/TECL/SOXL or PSQ/SQQQ), long Treasuries (TLT/TMF), crash hedges (VIXY/UVXY), cash-like bonds (SHV/BIL/BSV), defensives (utilities, staples, gold), managed futures (KMLM/WTMF), and EM (EDC/EDZ). Simple trend lines and “hot/cold” gauges decide when to risk on, hedge, or sit tight.
CheckmarkValue prop
Diversified, rules-based multisleeve strategy complements the S&P 500 with tech momentum, bonds, hedges, managed futures, and EM. OOS: 14.35%/yr, Sharpe 0.58, Calmar 0.81, max drawdown 17.8% — seeks noncorrelated sources and systematic risk control.

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Invest in this strategy
OOS Start Date
Mar 19, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,multi-strategy,regime switching,momentum,mean-reversion,volatility hedging,leveraged etfs,bonds,managed futures,emerging markets
Tickers in this symphonyThis symphony trades 39 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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
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 toGDX, BTAL, SHV, EDC, GLD, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.77%. 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.