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Symphonies
V? | Investment Portfolio 9/14/22 | Michael B
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An all‑in‑one, high‑octane portfolio that chases strong stock trends with 3x ETFs, buys dips, and hedges crashes using volatility funds, bonds, and commodities. Daily rebalancing. Very high risk with potentially large swings and drawdowns.
NutHow it works
It blends many rule sets and rebalances daily. Most of the time it rides U.S. stocks (S&P 500, Nasdaq) with 3x funds when trends/credit look healthy. When markets look overheated or plunge fast, it flips to volatility funds (UVXY), Treasuries/cash, or commodities. It can also rotate into the U.S. dollar, gold, or China bull/bear funds. RSI = a 0–100 “hot/cold” meter guiding those switches.
CheckmarkValue prop
An aggressive, rules-based strategy that aims to outperform the S&P by riding trends with leverage and hedging crashes. Out-of-sample returns ~38%/yr vs ~22% for the S&P, with solid risk-adjusted performance (Calmar ~1.11), though with larger drawdowns.

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Invest in this strategy
OOS Start Date
Nov 2, 2022
Trading Setting
Daily
Type
Stocks
Category
Aggressive, leveraged etfs, tactical, momentum, mean‑reversion, volatility hedge, commodities, bonds, china, daily rebalancing
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks
FXI
iShares China Large-Cap 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, EEM, TMF, QQQ, DBC, SHY, SPY, TQQQ, SH, SLYVandVPU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.01%. 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.