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Symphonies
The Golden Ratio Front Runnered
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “heat meter” for markets. When stocks are very hot, it buys VIX hedges; when calm, it rides tech with leveraged funds; when stress builds, it shifts to bonds, gold, defensives, or managed‑futures (KMLM) as ballast.
NutHow it works
Daily check, then switch buckets: - If stocks look “too hot” (RSI = a speedometer of recent gains; high=hot), buy VIX funds (UVXY/VIXY/VXX/VIXM) to profit if fear jumps. - If calm and uptrend, ride tech with 3x funds (TQQQ/TECL/SOXL/UPRO); buy dips when RSI is very low. - A 20‑day trend in KMLM (managed‑futures diversifier) flips offense (TQQQ/UPRO) vs defense (PSQ/KMLM). - Use Treasuries (TLT/TMF), gold (GLD/UGL/GLL), staples/utilities (XLP/VPU), BTAL for ballast. EM can go 3x long or short (EDC/EDZ).
CheckmarkValue prop
Out-of-sample, this strategy shows superior risk-adjusted gains vs the S&P 500: Sharpe ~1.43 vs ~1.30, Calmar ~3.33, and ~67.6% annualized return, plus diversified hedges and trend-driven allocation.

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Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, rsi-driven, trend-following, mean reversion, leveraged etfs, managed futures, sector rotation, gold/bonds
Tickers in this symphonyThis symphony trades 68 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets 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 Golden Ratio Front Runnered" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Golden Ratio Front Runnered" is currently allocated toUGL, BTAL, EDZ, VPU, IVVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Golden Ratio Front Runnered" has returned 67.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Golden Ratio Front Runnered" is 20.33%. 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 Golden Ratio Front Runnered", 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.