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Symphonies
SPY minimum drawdown V3 | Garen Mod | https://www.investorcollab.com
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based mix: 20% S&P risk-on/off stock picker, 50% Nasdaq trend/buy‑the‑dip engine flipping between 3x long, 2–3x inverse, and Treasuries/bonds, plus a 30% oil/bond hedge. Uses RSI, moving averages, and recent drops to seek smaller drawdowns.
NutHow it works
Daily, the portfolio splits: 20% S&P “mood”—if the last 10‑day drop in SPY is <5%, buy 8 oversold quality stocks; otherwise 6 defensive names. 25%+25% Nasdaq sleeves use RSI (0–100 heat gauge), 200‑day averages and recent losses to switch among 3x long tech (TQQQ/TECL), 2–3x inverse (QID/SQQQ) or Treasuries/bonds (TLT/BSV). 30% rotates into oil (DBO) when its 1‑month return >0; else short‑term bonds (SHY/BSV).
CheckmarkValue prop
Out-of-sample Sharpe ~3.11 vs SPY ~2.99; annualized return ~66.40% vs ~41.22%; Calmar ~6.90. A disciplined, multi-sleeve, rules-based strategy designed to capture Nasdaq upside with built-in risk controls and regime-aware hedging, outperforming the S&P 500 on risk-adjusted terms.

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Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, buy-the-dip, leveraged etfs, risk-on/off, volatility hedge, sector rotation, oil/bond sleeve, nasdaq-focused
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 66.40%. 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.