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Symphonies
V 1.1.0| 🦠 Dividend Slime -- high AR mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 1829.9% AR, 3% MD, 34.0% std. dev, 9.01 Sharpe (Dec13-2022)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio: a steady core (SCHD, SCHG, DBMF, KMLM) plus an active engine that rotates among leveraged tech, bonds, commodities, or VIX hedges based on trend/momentum. Goal: compound gains while limiting big drawdowns.
NutHow it works
Daily, it keeps a core and runs a trading engine. Core: SCHD (dividends) + SCHG (growth) and DBMF/KMLM (managed‑futures diversifiers). Engine watches trend (200‑day avg), momentum (RSI: a 0–100 “overbought/oversold” score), and volatility. Uptrend/oversold: buy TQQQ/TECL/SOXL. Overbought: add VIX hedge (UVXY). Downtrend: go cash/T‑bills or inverse ETFs (SQQQ/TECS/SOXS) or long Treasuries (TMF). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~38.6% annualized return vs SPY ~21.6%; Calmar ~1.44 signals strong risk-adjusted upside. A diversified core plus a dynamic engine target regime-aware gains, with hedges to weather markets. Drawdown ~26.8% vs SPY ~18.8%.

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Invest in this strategy
OOS Start Date
Dec 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend following, mean reversion, leveraged etfs, volatility hedging, managed futures, risk control, 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.

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

The symphony is currently allocated toUPRO, SARK, USDU, TMF, QQQ, CURE, UUP, DBMF, DBC, TECL, UGL, TQQQ, SH, QLD, UNH, PDBC, TMV, SCHD, SCHG, COST, KMLMandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.78%. 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.