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Symphonies
The Enigma of the Financial Universe 3.4b (K-1 free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, rules‑driven strategy that shifts between aggressive tech/semiconductor bets and defensive hedges (T‑bills, Treasuries, dollar, gold) using price/volatility/bond “hot vs. cold” checks. Heavy use of leveraged ETFs; risk can be high.
NutHow it works
1) Look for crash stress (fear index spike). If yes, park in T‑bills, dollar, gold/commodities, and some short funds; may do quick mean‑reversion trades in tech. 2) If no crash, read bonds, volatility and trend to choose Risk‑Off or Risk‑On. Risk‑Off = defensive mix (cash‑like Treasuries, dollar, gold, low‑vol/market‑neutral, bond/stock shorts). Risk‑On = buy pullbacks in semis/Nasdaq with 2x/3x ETFs, hedge if overheated. RSI = a 0–100 speedometer. Moving average = average price line.
CheckmarkValue prop
Out-of-sample: annualized return 30.9% vs 21.0%; max drawdown 8.3% vs 18.8%; Sharpe 1.57 vs 1.21; Calmar 3.71; Alpha 0.26. Adaptive hedges and tech leverage target higher growth with less downside than the S&P.

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Invest in this strategy
OOS Start Date
Apr 27, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, risk-on/risk-off, trend + mean reversion, volatility-aware, hedged, long/short
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
ERY
Direxion Daily Energy Bear 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
FTLS
First Trust Long/Short Equity 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 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 26.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.32%. 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.