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Symphonies
The Enigma of the Financial Universe 3.3 (K-1 free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, K‑1‑free swing system. It rides tech/semiconductor uptrends with leveraged funds (TQQQ, SOXL) and shifts to a defensive mix (cash‑like T‑Bills, hedges, USD, gold, sometimes inverse/short Treasuries) when volatility or bonds warn. Always ~10% BIL.
NutHow it works
Keeps ~10% in T‑Bills (BIL). The rest flips between “risk‑on” and “risk‑off.” Risk‑off (volatility or bond stress): cash/T‑Bills (BIL/SHY), hedges (BTAL, HDGE), US dollar (USDU), gold (GLD), and sometimes inverse tech or short Treasuries (SQQQ/SOXS, TBT). Risk‑on (calm uptrend): ride big tech and chips with leveraged funds (TQQQ, SOXL). Uses a price “speedometer” called RSI (high=hot, low=cold) on SOXX (chip index) to buy dips or sell rips.
CheckmarkValue prop
Out-of-sample this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe 1.39 vs 1.27, annualized return 26.8% vs 20.6%, and max drawdown 11.5% vs 18.8%, plus negative beta for diversification.

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Invest in this strategy
OOS Start Date
Jul 15, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, leveraged etfs, semiconductors, tech momentum, volatility hedge, mean reversion, bond signals
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 toUPRO, SOXS, XLU, PDBC, XLY, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.50%. 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.