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Symphonies
Ultimate Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based portfolio rotating across stocks, bonds, commodities and currencies using trend, momentum (RSI) and volatility. Rides strong moves (tech, EM, energy) and hedges or shorts when weak. Heavy use of 2x–3x ETFs; high risk.
NutHow it works
It splits your money across sleeves and moves it daily using simple cues: trend (price vs its average), momentum heat (RSI: >70 hot, <30 cold), and volatility (how bumpy returns are). It leans into strength (e.g., QQQ/TQQQ), and hedges or shorts when risk rises (e.g., SQQQ, KOLD, TMV). It also prefers smoother commodity funds (UNL/USL) when trends are steadier and rotates across all 11 US sectors.
CheckmarkValue prop
Out-of-sample, this strategy targets higher upside: ~28.8% return and Sharpe ~1.02 vs SPY ~14.8% and ~0.80, with beta ~0.77. Diversified sleeves and hedges aim for stronger gains with risk control, though drawdowns may be larger.

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Invest in this strategy
OOS Start Date
Nov 29, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, trend-following, momentum/mean-reversion, sector rotation, commodities curve, volatility regimes, leveraged/inverse etfs, daily rebalance
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.

"Ultimate Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ultimate Portfolio" is currently allocated toXME, EEV, KOLD, YCS, DBA, XOM, SMH, QQQ, XLF, KIE, TECL, BTAL, VLO, EDZ, XLE, PEJ, SRS, BRK/B, IGV, XLU, EQNR, TLT, IVV, BIS, TMV, UNL, LNGandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ultimate Portfolio" has returned 28.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ultimate Portfolio" is 28.61%. 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 "Ultimate Portfolio", 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.