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Symphonies
Simons OOS highly diversified portfolio V5 (OOS > 3 months, size < 20 kB)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-driven portfolio that chases strong tech/semis in uptrends, hedges or shorts when markets look overheated, and shifts to Treasuries, USD, gold, or managed futures (KMLM) in stress. Uses simple hot/cold readings and trend lines to switch quickly.
NutHow it works
It’s a rules-based “meta-portfolio.” First it checks market stress (a volatility gauge). If stress is very hot, it hedges with VIX funds (UVXY/VIXY), Treasuries (IEF/TLT/TMF), USD (UUP), gold (GLD), or managed futures (KMLM), and only buys big dips. Otherwise it rides growth via the strongest tech/semis (TQQQ/TECL/SOXL) or S&P (UPRO). It uses a hot/cold meter (0–100; high=overheated, low=washed‑out) and long‑term trend lines. If risk rises, it parks in T‑Bills (BIL) or goes inverse (SQQQ/SPXU/SOXS).
CheckmarkValue prop
High-upside meta-portfolio blending tech momentum with hedges and diversifiers. Out-of-sample: ~42.8% annualized return vs 18.5% for the S&P; Calmar ~0.96 signals solid risk-adjusted performance. Strong upside with built-in risk controls in stress.

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Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-strategy,tactical asset allocation,trend following,momentum,volatility hedging,sector rotation,leveraged etfs,managed futures,defensive overlays
Tickers in this symphonyThis symphony trades 79 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 Shares
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 toNFLX, XOM, UUP, TECL, TQQQ, EDC, URTY, UNH, FTLS, COSTandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.58%. 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.