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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 tactical rotation that rides 3x tech when conditions favor it, hedges with volatility and Treasuries when markets run too hot, and steadily builds a core in SCHD plus managed‑futures (DBMF/KMLM) to smooth drawdowns.
NutHow it works
It’s a multi‑engine, daily‑rebalanced system. • When stocks look “hot” (a 0–100 hot/cold meter is high), it hedges with volatility funds or Treasuries/cash. • When they look “washed out” or trends turn up, it rides 3x tech/semis (TQQQ, SOXL, TECL). • Bond trends decide TMF (falling rates) vs TMV (rising rates). • Profits are skimmed into SCHD (dividends) plus DBMF/KMLM (managed futures).
CheckmarkValue prop
Out-of-sample: 26.4% annualized return vs S&P 22%, lower beta (~0.78), and Calmar ~0.81, thanks to diversified engines (tech, hedges, SCHD/dividends and managed futures). A stronger risk-adjusted path to long-term growth than the S&P.

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Invest in this strategy
OOS Start Date
Dec 15, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, volatility hedging, managed futures, dividend core, trend/momentum
Tickers in this symphonyThis symphony trades 77 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, DGRO, TMF, UUP, DBMF, DBC, UGL, JEPI, TQQQ, SH, UNH, MSTR, PDBC, ARKF, 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 16.15%. 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, and options.