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Symphonies
Shorter Term Momentum that Works
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, short-term strategy that flips between offense and defense using quick momentum and volatility cues. Rides tech/cyclicals when calm; adds hedges and selective shorts when stress rises, sizing by volatility to control risk.
NutHow it works
Each day it asks: Are global stocks weak vs low‑vol stocks (ACWI vs SPLV)? If yes, go defensive: add volatility hedges (VIX funds), market‑neutral (BTAL), some shorts (oil, materials, EM, euro), plus defensives (utilities, health, gold). If not, go on offense: own tech/cyclicals and “short‑vol” (SVXY). It also exits shorts on quick bottoms (US insurers vs EU banks) and adds hedges if markets look “too hot” (RSI = moved up too fast). Sizes are smaller for jumpier ETFs.
CheckmarkValue prop
Out-of-sample: 19.46% vs 14.35% (SPY); Sharpe 1.70 vs 0.81; max drawdown 6.23% vs 18.76%. A volatility-aware, regime-switching approach that captures tech upside while hedging risk—stronger, smoother returns than the S&P 500.

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Invest in this strategy
OOS Start Date
Dec 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Short-term tactical, momentum, volatility, risk-on/risk-off, multi-asset etfs, leveraged/inverse, daily rebalanced
Tickers in this symphonyThis symphony trades 44 assets in total
Ticker
Type
ACWI
iShares MSCI ACWI ETF
Stocks
AMLP
Alerian MLP ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBP
Invesco DB Precious Metals Fund
Stocks
DUG
ProShares UltraShort Energy
Stocks
DUST
Direxion Daily Gold Miners Index Bear 2X Shares
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
EFU
ProShares Trust UltraShort MSCI EAFE
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.

"Shorter Term Momentum that Works" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Shorter Term Momentum that Works" is currently allocated toXLV, TMF, QQQ, BTAL, XLE, DUG, XLU, GLD, EUO, VIXM, AMLPandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Shorter Term Momentum that Works" has returned 16.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Shorter Term Momentum that Works" is 6.23%. 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 "Shorter Term Momentum that Works", 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.