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Symphonies
[TRACK] v1.1 TQQQ or Safety Town All Shared Versions | BlackSwan MeanRev BondSignal
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rides leveraged Nasdaq in uptrends, but when stress hits it flips into VIX‑based hedges and a safe‑haven basket. Uses short‑term “hot/cold” readings, a 25‑day trend line, and bond/yield‑curve cues to choose between offense and defense.
NutHow it works
Goal: ride tech booms, sidestep crashes. In calm/uptrends it owns a leveraged Nasdaq fund. If the market looks overheated or falls hard, it switches to crash‑hedges (funds tied to the VIX “fear” index) and a safety mix (gold, staples, strong dollar, short Treasuries, managed‑futures). After sharp dips it buys for a short‑term bounce; it also stays long while price is above a 25‑day average. Bond and yield‑curve signals choose offense vs defense.
CheckmarkValue prop
Dynamic Nasdaq-focused strategy rides uptrends and hedges crashes. Out-of-sample annualized return ~23.6% with a Calmar ~0.54—higher risk-adjusted gains than the S&P. Uses VIX hedges and safe havens to protect in stress while chasing tech upside.

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Invest in this strategy
OOS Start Date
Jan 2, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, nasdaq-focused, leveraged etfs, volatility hedging, mean reversion, trend following, bond/yield-curve signals, safe havens
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BOXX
Alpha Architect 1-3 Month Box ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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 toUPRO, SVXY, UUP, DBMF, SHY, BTAL, SHV, GLD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.10%. 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.