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Symphonies
The Enigma of the Financial Universe 3.4 (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 strategy that flips between defense (cash, dollar, gold, hedges) and offense (levered semis/tech) using volatility, interest‑rate, and momentum cues. It buys sharp dips, fades overheated rips, and leans on semiconductors as a market tell.
NutHow it works
It first asks: is fear spiking, are rates rising, are stocks unusually volatile, are bonds breaking, or are inflation‑linked bonds leading? If yes, it shifts defensive: T‑bills, dollar, gold, anti‑beta, or short funds. If no, it goes offensive, mainly using semiconductors and tech. It buys dips when they look washed‑out and fades rips when they look overheated. Rules use simple signals like recent trend, recent speed of the move (RSI), and drawdowns.
CheckmarkValue prop
Out-of-sample Sharpe ~1.63 vs S&P, annualized return ~33.4% vs 27.6%, max drawdown ~12.4% vs 18.8%, Calmar ~2.70, and a slight negative beta. A disciplined, regime-switching strategy that beats the S&P on risk-adjusted terms with bigger upside.

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Invest in this strategy
OOS Start Date
Oct 29, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical, multi-asset, leveraged etfs, volatility regime, momentum, mean reversion, hedged
Tickers in this symphonyThis symphony trades 76 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BKLN
Invesco Senior Loan ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
ERY
Direxion Daily Energy Bear 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
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 toUSDU, SOXL, BKLN, SHV, SH, UNH, HEFA, GLD, PDBC, BIL, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.38%. 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.