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Symphonies
SSO, Energy, Chips, Commodities+Agressive Battleship III - 3YrBT: | USMC/JEB - Replace URE w/ XLRE
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A two-sleeve tactical strategy that chases the strongest trend (stocks, chips, energy, or commodities) and quickly flips to volatility or short stock funds when panic hits. Uses trend filters and momentum, often with leveraged ETFs; can be very aggressive.
NutHow it works
Two sleeves (about 50/50). If a volatility fund (VIXM) is “hot” (RSI high), flip defensive (VIX funds or 3x short S&P). Otherwise, compare long-run stock vs commodity trends. If stocks lead and trend up, favor leveraged stock ETFs (UPRO/TQQQ) with short-term rules; if commodities lead, rotate among gold/oil/grains/other commodity ETFs. If trends weaken, shift to defensives (bonds, real estate, USD).
CheckmarkValue prop
Out-of-sample edge: 24.6% annualized return vs 22.9% for the S&P, driven by leadership rotations and volatility hedges. Higher upside in regime shifts, but expect higher drawdowns and lower risk-adjusted Sharpe than the S&P 500.

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Invest in this strategy
OOS Start Date
Feb 24, 2023
Trading Setting
Threshold 6%
Type
Stocks
Category
Tactical asset allocation,momentum rotation,trend-following,risk-on/risk-off,volatility hedge,commodities,leveraged etfs,sector rotation,global macro
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
AMD
Advanced Micro Devices
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CORN
Teucrium Corn Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
ENPH
Enphase Energy, Inc.
Stocks
ESPO
VanEck Video Gaming and eSports 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 toUPROandAMD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.44%. 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.