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Symphonies
v 0.0.1 | If/Else into Every Sector (No Leverage) | Taco
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rotates 90% into the first “calm” asset (QQQ→XLE→XME→GLD→SHY) using a 20‑day max‑drawdown <5% test, hedges with VXX when Nasdaq looks overheated (TQQQ RSI>79), and puts 10% in Bitcoin (GBTC) only in an uptrend.
NutHow it works
Daily, it does two things: (1) 90% rotates based on recent “calmness.” If a fast momentum gauge (RSI) on a leveraged Nasdaq fund (TQQQ) is very high (>79), it parks in VXX (a volatility hedge). Otherwise it picks the first asset with a small 20‑day max drop (<5%): QQQ (big tech) → XLE (energy) → XME (miners) → GLD (gold); if none, SHY (short Treasuries). (2) 10% buys GBTC (Bitcoin) only when price is above its 50‑day average; else it follows the same rules.
CheckmarkValue prop
Out-of-sample, this strategy reduces risk with drawdowns ~11.8% vs SPY ~18.8%, beta ~0.54, positive alpha, and Calmar >1. Returns are lower (12.6% vs 18.9%), but it offers stronger downside protection and diversification through hedges and BTC exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.330.080.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
204.73%14.19%1.36%13.5%0.79
v 0.0.1 | If/Else into Every Sector (No Leverage) | Taco
1,578.82%39.92%-2.41%-6.5%1.62
Initial Investment
$10,000.00
Final Value
$167,881.73
Regulatory Fees
$375.57
Total Slippage
$3,040.04
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, risk-on/off, volatility hedge, bitcoin sleeve, etf rotation, momentum filter, drawdown filter, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XME
State Street SPDR S&P Metals & Mining 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 toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 12.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.84%. 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.