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Symphonies
V 1b | đźš‚ Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast‑trading, rules‑driven sleeve that rotates among the U.S. dollar, semiconductors (often leveraged), commodities, VIX volatility, T‑bills, and a market‑neutral hedge, using simple hot/cold (RSI) and trend (EMA) checks to chase or fade moves.
NutHow it works
Rebalances daily. ~60% follows the U.S. dollar: if a fast average (42‑day EMA) > a slow one (100‑day), it holds a dollar fund (UUP/USDU); else it holds the two most volatile of T‑bills (BIL), semiconductors (SOXL/SMH), and commodities (DBC). ~40% flips risk: if bonds beat T‑bills and the S&P is hot (RSI high), it buys VIX (VIXY/UVXY); otherwise it leans to semis. If the S&P is washed‑out (RSI low), it switches bull/bear semis; if nothing special, it holds BTAL (anti‑beta hedge). RSI=hot/cold; EMA=trend.
CheckmarkValue prop
Out-of-sample upside with controlled risk: 30.47% annualized return vs 22.28% for the S&P, lower max drawdown (17.37% vs 18.76%), stronger Calmar (~1.75) and positive alpha—more growth with managed downside.

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Invest in this strategy
OOS Start Date
Nov 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, momentum and mean-reversion, volatility hedging, leveraged etfs, semiconductors, dollar/commodities, daily rebalancing
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
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 toUSDUandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.37%. 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.