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Symphonies
V1 BWC Mashed and Modified: CQ Big Bank Blender w/ RSI and drawdown hedge w/ BlackSwanCatcher
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, banks-focused strategy that uses XLF as a stress/trend gauge. It flips between 3x long (FAS), 3x short (FAZ), or a safety basket (gold, USD, defensive sectors). A small sleeve rotates into top big-bank stocks. Aggressive; rebalances daily.
NutHow it works
1) Treat XLF (financials) as the “thermometer.” 2) If trend is up and stress is low, hold FAS (3x long financials). 3) If things look overheated or jumpy (RSI extremes, big 5–10 day drops/spikes), hedge with FAZ (3x short) or shift to a safety mix (gold, USD, defensive sectors). 4) Bond signals (BND/IEF/TLT/TMF) push it toward safety when bonds lead or are turbulent. 5) A small sleeve buys the strongest big-bank stocks. 6) Rebalances daily.
CheckmarkValue prop
Out-of-sample, this tactical, bank-focused strategy aims to outperform the S&P by riding financials with hedges. Expect higher upside (about 37.7%/yr vs 20.8%), solid risk control (Calmar ~1.17), but larger drawdowns in stress.

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Invest in this strategy
OOS Start Date
Aug 6, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical sector rotation, financials-focused, leveraged etfs, risk-on/off, trend + mean reversion, volatility hedging
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BAC
Bank of America Corporation
Stocks
BBVA
Banco Bilbao Vizcaya Argentaria, S.A.
Stocks
BCS
Barclays PLC
Stocks
BND
Vanguard Total Bond Market
Stocks
C
Citigroup Inc.
Stocks
COF
Capital One Financial
Stocks
DB
Deutsche Bank Aktiengesellschaft
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
FITB
Fifth Third Bancorp
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 toCandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.18%. 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.