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Symphonies
Simons OOS highly diversified portfolio V2 (OOS > 3 months, size < 20 kB) without (bullshit) frontrunners
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rule-driven, risk-on/risk-off portfolio: leans into tech/semis and mega-cap leaders on uptrends or oversold dips; shifts to cash, Treasuries, gold, USD, KMLM, or inverse funds during stress. Uses moving averages, recent returns, and RSI to switch.
NutHow it works
It’s a rules-based switcher. When uptrends look healthy or tech is briefly “washed out,” it goes on offense (TECL/TQQQ/SOXL, leaders like NVDA). When momentum fades or volatility spikes, it flips to defense: T‑Bills (BIL/SHV), Treasuries (IEF/TLT/TMF), gold (GLD), US dollar (UUP), KMLM managed futures, or inverse funds (SQQQ/SPXU). Signals use trends, recent returns, and RSI—a 0–100 heat gauge (low=oversold, high=hot).
CheckmarkValue prop
Dynamic, rule-based strategy that outperforms the S&P on risk-adjusted terms: ~63% OOS annualized return vs ~21% SPY; Sharpe ~1.28 vs ~1.15. Upside with defensive hedges and disciplined risk controls.

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Invest in this strategy
OOS Start Date
Sep 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical multi-strategy, trend + mean reversion, risk-on/risk-off, leveraged/inverse etfs, volatility hedges, rotation, managed futures
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 toGOOGL, SOXL, XOM, MRK, SVXY, UUP, TQQQ, LLY, AAPL, UNH, GLD, AAPBandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 63.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.65%. 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.