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Symphonies
SPY, Energy, Chips, Commodities 🦢 | https://www.investorcollab.com
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in, one-at-a-time. If market fear (via VIXM) is surging, buy VIXM as crash protection. Otherwise, own the top 3‑month performer among chips, SPY, commodities, energy, or solar. Simple momentum with a volatility escape hatch.
NutHow it works
First, it checks VIXM, an ETF tied to the market’s fear index. If VIXM’s recent surge score (RSI, a 0–100 gauge of how fast price has been rising) is above 69, it goes 100% into VIXM to catch a crash. Otherwise, it puts 100% into whichever one has the best 3‑month trend: chips (SOXX or the stocks NVDA, AMD), the S&P 500 (SPY), commodities (DBC), energy (XLE), or solar (ENPH). It stays there until the leader changes or fear spikes.
CheckmarkValue prop
Out-of-sample, this strategy beats SPY on risk-adjusted returns (Sharpe ~1.41 vs 1.09) and upside (≈82% vs 18%), with Calmar ~1.90. It blends VIXM crash protection with a simple momentum rotation for disciplined risk.

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Invest in this strategy
OOS Start Date
Aug 22, 2022
Trading Setting
Threshold 5%
Type
Stocks
Category
Momentum rotation, crash protection, volatility hedge, tactical allocation, single-position, equities, commodities, semiconductors, energy
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
AMD
Advanced Micro Devices
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ENPH
Enphase Energy, Inc.
Stocks
NVDA
Nvidia Corp
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
VIXM
ProShares VIX Mid-Term Futures ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
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. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 56.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.09%. 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.