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Symphonies
v 0.0.3 | 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

Daily, rules-based sector rotation: steer 90% into the first sector pair with only a small recent drop (<5% over 20 days), hide in short-term Treasuries if none, and briefly hedge when markets look overheated. The other 10% buys Bitcoin when trending up.
NutHow it works
90% core + 10% crypto. Rebalanced daily. If markets look “too hot” (RSI of a fast-moving Nasdaq fund >79; RSI = 0–100 heat gauge), the core moves to a volatility hedge. Otherwise it picks the first area with a small 20-day max drawdown (<5%; biggest fall from a recent high) and splits between, in order: Nasdaq+Consumer Discretionary; Comm Services+Industrials; Materials+Energy; Staples+Health; Utilities+Financials; else Real Estate; else short-term Treasuries. Crypto: buys Bitcoin when price > 50-day EMA (smoothed average); else mirrors the core.
CheckmarkValue prop
Disciplined, rules-based sector rotation with a low beta (~0.69) and solid out-of-sample risk-adjusted returns (Sharpe ~0.97) versus the S&P 500. Adds a 10% crypto sleeve and hedges to diversify and navigate regime shifts.

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Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Rules-based sector rotation, drawdown filter, volatility hedge, bitcoin sleeve, daily rebalanced, etfs, no leverage
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
GBTC
Grayscale Bitcoin Trust ETF
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
XLB
State Street Materials Select Sector SPDR ETF
Stocks
XLC
State Street Communication Services Select Sector SPDR ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR ETF
Stocks
XLI
State Street Industrial Select Sector SPDR 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 toQQQandXLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.71%. 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.