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Symphonies
V 1.1.1b | 🦠 Dividend Slime -- high AR mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 3527.3% AR, 2.5% MD, 39.1% std. dev, 9.51 Sharpe (Dec14-2022)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, regime‑switching system: when markets are hot it hedges; when cold (with bond confirmation) it buys 3x growth. It funnels gains into a permanent core (SCHD + DBMF/KMLM). Offense tilts to tech/semis; defense uses Treasuries, T‑bills, volatility, commodities, and USD.
NutHow it works
Big idea: keep a small, permanent core (SCHD dividends + managed‑futures DBMF/KMLM) and use a daily “engine” to swing between offense and defense. • Gauges: RSI (a hot/cold meter) and moving averages (trend). • If stocks look overheated → hedge (UVXY/inverse funds). • If washed‑out and bonds agree → buy 3x growth (TQQQ/TECL/SOXL). • Also flips TMF/TMV and adds commodities/USD as needed. • Profits top up the core; risk is dialed by shrinking the 3x sleeve.
CheckmarkValue prop
Out-of-sample: 23.29% annualized return vs SPY 22.69%, backed by a diversified core (dividends + managed futures) and a regime-switching engine hedging hot markets and buying growth when it’s cold. Higher upside with built-in risk controls.

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Invest in this strategy
OOS Start Date
Dec 15, 2022
Trading Setting
Daily
Type
Stocks
Category
Regime-switching,momentum/mean-reversion,leveraged etfs,volatility hedging,managed futures,daily rebalancing,dividend core
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, DGRO, TMF, QQQ, CURE, UUP, DBMF, TECL, UGL, JEPI, TQQQ, SH, QLD, UNH, PDBC, TMV, SCHD, JEPQ, COST, KMLMandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.69%. 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.