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Symphonies
Simons NOVA | Drawdown Duel | Just (front)run this & Overcompensating Frontrunner & WHS 60d block | v1 V1
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules-based switcher: short-term “overheated” readings trigger VIX funds; “washed‑out” tech/semis trigger 3x rebound plays; otherwise it rotates into a diversifier or a vetted high‑volatility ETF. Includes KMLM for non‑equity trend exposure.
NutHow it works
It watches how “stretched” markets are using a short-term score (RSI: high = overheated, low = washed‑out). • If the S&P 500 or big sectors look overheated, it buys VIX funds that usually jump when stocks fall (scaled by how extreme it is). • If not, it buys sharp tech/semis dips or, when tech isn’t leading, rotates into a diversifier (managed futures, dollar, or long/short). • Otherwise, it picks one high‑octane ETF with recently smaller drawdowns.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher upside (25.89% annualized) vs SPY (16.48%), with Calmar 1.16. It blends volatility hedges, tech/semis dip-buys, and cross-asset diversifiers to seek bigger gains, despite deeper drawdowns.

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Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, volatility hedging, leveraged etfs, contrarian mean‑reversion, momentum rotation, managed futures diversifier
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X 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 toFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.37%. 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.