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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 sector rotation: 90% goes to the first sector(s) with low recent losses; if the Nasdaq looks overheated, that chunk shifts to a volatility hedge (VXX). 10% buys Bitcoin when it trends up; otherwise it follows the same sector rules. Falls back to T‑bills when nothing qualifies.
NutHow it works
90%: If a 3× Nasdaq fund looks overheated (RSI>79), move to VXX (volatility). Else buy the first sector(s) that stayed calm (max 20‑day drop <5%), splitting between, in order: Tech (Nasdaq‑100)+Consumer Discretionary; Comm Services+Industrials; Materials+Energy; Staples+Health Care; Utilities+Financials; or Real Estate alone. If none qualify, hold T‑bills. 10%: If Bitcoin is above its 50‑day average, hold GBTC; else reuse the same sector rules. Rebalances daily.
CheckmarkValue prop
Sector-rotation strategy with a volatility hedge and crypto tilt: lower beta (~0.67), out-of-sample Sharpe ~0.93, Calmar ~0.66, annualized ~16.2% vs SPY ~18.7%. Diversification plus risk controls.

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Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, low-drawdown filter, volatility hedge, crypto trend, daily rebalancing, no leverage
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXLCandXLI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.23%. 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, crypto, and options.