Skip to Content
Symphonies
Simons OOS highly diversified portfolio V4 (OOS > 3 months, size < 20 kB) + Frontrunner
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A highly tactical “portfolio of portfolios” that flips between hedges, dip‑buys, and diversifiers using simple signals (trend, RSI, volatility). Rotates across tech/semis, bonds, dollar, commodities, and managed futures (KMLM). Uses leveraged/inverse funds—high risk.
NutHow it works
It’s a switchboard that moves between mini‑strategies using: - Trend (price vs its average) - Hot/Cold (RSI: 0–100; >70 hot, <30 cold) - Fear (VIX ETFs). If overheated it hedges (VIXY/UVXY) or parks in cash (BIL/SHV). If washed‑out it buys dips (TQQQ, UPRO, SOXL). Otherwise it diversifies into KMLM (managed‑futures in commodities/rates/currencies), bonds, the U.S. dollar, or long/short mixes. It can also short in downtrends.
CheckmarkValue prop
Out-of-sample return ~51%/yr vs SPY ~19%, Sharpe ~0.92, Calmar ~1.20. Diversified, adaptive, hedged, trend-driven strategy aiming for higher upside than the S&P with volatility-based risk controls.

Loading backtest data...

Invest in this strategy
OOS Start Date
Sep 16, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation,momentum,trend following,volatility hedging,leveraged/inverse etfs,sector rotation,managed futures,long/short,diversified,multi-asset
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, NVDA, LLY, AAPL, UNH, AAPBandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.46%. 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.