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

About

A rules‑driven “meta” strategy that rides tech uptrends and buys deep dips, then quickly shifts to cash/Treasuries/dollar/gold, managed‑futures (KMLM), or shorts/volatility when fear or downtrends hit. Uses many mini‑playbooks and leveraged ETFs; very risky.
NutHow it works
Each day it checks: trend (price vs 200‑day avg), stretch (RSI: a 0–100 “how overbought/oversold” score; <30=dip, >70–80=overheated), size of recent moves, and fear (VIX). It then flips among: risk‑on (TQQQ/TECL/SOXL/UPRO); dip‑buys in the same; risk‑off (cash/Treasuries/dollar/gold/KMLM); or shorts/vol (SQQQ/SPXU/SOXS/UVXY). Small sleeves also pick recent mega‑cap winners. Often favors sleeves that did best in ~20 days.
CheckmarkValue prop
Out-of-sample annualized return ~51% vs S&P ~21%, with Calmar ~1.61 and Sharpe ~1.14—strong risk-adjusted upside and crisis diversification from managed futures and tactical hedges. Higher upside, but expect larger drawdowns in stress.

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Invest in this strategy
OOS Start Date
Sep 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical multi‑strategy, momentum + mean reversion, leveraged/inverse etfs, volatility hedging, trend following, risk‑on/risk‑off
Tickers in this symphonyThis symphony trades 74 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
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 toENPH, NFLX, XOM, UUP, NVDA, SPXU, SHV, FTLS, XLP, KMLMandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.47%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.64%. 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.