Skip to Content
Symphonies
Single Pops (Medium Leverage - No Black Swan Catcher) l 2 Nov 2011
Today’s Change
—

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

About

Waits for extremes. When markets are very hot, it bets on a volatility pop (UVXY/VIXM). When very cold, it mixes leveraged stocks with bonds or short‑vol. Otherwise it sits in T‑bills. Very high risk and highly tactical.
NutHow it works
It uses a quick 10‑day “heat” score (RSI: 0–100 measuring how fast prices just rose/fell) on major ETFs as thermometers. If things look very hot (RSI ~80+), it splits into UVXY and VIXM (funds that jump when fear spikes). If very cold (RSI ~28), it splits 50/50 between a risky pick (leveraged QQQ/S&P or short‑vol) and a safer pick (short‑term bonds). Otherwise it parks in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample edge: 32.9% annualized vs SPY's 22.9%, Sharpe ~1.43 vs 1.41, Calmar ~2.16, max drawdown ~15.2% vs 18.8%; low beta ~0.46 with alpha, offering stronger risk-adjusted returns and smaller drawdowns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, rsi-based, volatility timing, leveraged etfs, us equities, bonds, cash, high risk
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.24%. 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.