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Symphonies
Super Simple Symphony - Less Derivatives -
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily check: if cash-like T‑bills beat or match the S&P 500 over 60 days, hold a defensive mix (blue‑chips, dividend funds, utilities, T‑bills, gold). Otherwise, go aggressive with 3× S&P 500 (UPRO) and 3× Nasdaq‑100 (TQQQ), equal‑weighted.
NutHow it works
Each day, it looks back 60 days: if short‑term “cash” (BIL, a T‑bill fund) did as well as or better than the S&P 500 (SPY), it goes defensive and splits money equally across DIA (blue‑chips), VIG, VYM (dividends), VPU (utilities), BIL (cash‑like), and GLD (gold). Otherwise, it goes aggressive and splits equally between UPRO and TQQQ, funds that aim to move about 3× the S&P 500 and Nasdaq‑100 each day. It rebalances daily.
CheckmarkValue prop
Regime-switching strategy: defend when cash beats stocks; otherwise tilt 2× into UPRO/TQQQ. OOS: ~40.9% annualized return vs SPY ~21%, with diversified defense and big upside; but higher drawdowns (~32% vs ~19%) and slightly lower risk-adjusted Sharpe.

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Invest in this strategy
OOS Start Date
Feb 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Trend-following, regime switching, tactical asset allocation, leveraged etfs, risk-on/risk-off, us equities, defensive rotation
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
VIG
Vanguard Dividend Appreciation ETF
Stocks
VPU
Vanguard Utilities ETF
Stocks
VYM
Vanguard High Dividend Yield 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 toVIG, DIA, VYM, VPU, GLDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.32%. 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.