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Symphonies
SPY minimum drawdown V3 | Garen Mod 9/5/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based mix: buy dips in strong stocks when the market is calm, rotate to defensive picks when it’s not, tactically switch among leveraged Nasdaq funds and hedges, and hold oil if it’s trending up or short‑term Treasuries otherwise.
NutHow it works
Your money is split into 4 parts and checked daily: 1) 20% stocks: If the S&P 500 hasn’t fallen much lately, buy 8 “beaten‑down” quality stocks; otherwise buy 6 defensive stocks. “RSI” here is a short‑term heat gauge (low=washed‑out, high=hot). 2) 25% Nasdaq timing: Uses trend lines (20/200‑day averages) and that heat gauge to switch among leveraged Nasdaq funds (TQQQ/QLD), their hedges (SQQQ/QID), or long Treasuries (TLT). 3) 25% Similar Nasdaq timing but adds a volatility fund (UVXY) in extreme markets. 4) 30% Oil/Bonds: Own oil (DBO) when it’s been rising over the last month; otherwise short‑term Treasuries (SHY/BSV).
CheckmarkValue prop
Out-of-sample edge: higher risk-adjusted return and stronger upside than the S&P 500. Sharpe ~3.08 vs ~2.99; annualized ~65.6% vs ~41.2%; Calmar ~6.81. Dynamic Nasdaq hedging plus oil/bond diversification; expect higher drawdowns in stress.

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Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend following, mean reversion, risk-on/risk-off, volatility hedge, tech-heavy, oil and treasuries
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 toSFM, PAYX, BSV, CPRT, NVDA, SHY, WY, TQQQ, AAPL, AMZN, AMN, TREX, LMT, CALX, TSLA, AMD, TSMandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 65.55%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.63%. 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.