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Symphonies
V 1.1.0 | 🦠 Dividend Slime -- low MD/SD mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 367.4% AR, 2.5% MD, 19.0% std. dev, 8.28 Sharpe (Dec13-2022)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Half the money sits in a steady core (SCHD/SCHG plus DBMF/KMLM). The other half rotates daily: it rides strong trends (often tech/semis) and quickly flips to hedges, Treasuries, commodities, or cash when markets look risky—aiming to grow the core while limiting big losses.
NutHow it works
- About half stays permanently in two buckets: (1) dividend + large-cap growth stocks (SCHD/SCHG) and (2) managed-futures diversifiers (DBMF/KMLM). - The other half rotates daily. It buys fast movers (like 3x tech/semis) in uptrends, and flips to hedges (short QQQ, VIX funds), Treasuries, commodities, or cash when markets look stretched or weak. - Rules use simple ideas: “Is price strong or weak lately?” and “Has it run too far too fast?” to decide what to hold.
CheckmarkValue prop
Out-of-sample edge: 26.8% annualized return vs 21.3% S&P; Sharpe 1.41 vs 1.34; Calmar 1.44; drawdown ~18.6%; beta ~0.90. Trend-driven core with risk controls aims for higher upside and lower market beta.

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Invest in this strategy
OOS Start Date
Dec 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical allocation, trend following, managed futures, leveraged etfs, volatility hedging, dividend core
Tickers in this symphonyThis symphony trades 78 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARKF
ARK Blockchain & Fintech Innovation ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin 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 toUPRO, USDU, TMF, UUP, DBMF, DBC, UGL, TQQQ, SH, UNH, MSTR, PDBC, ARKF, 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 22.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.58%. 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.