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Symphonies
V10.5 BWC: Income and Opportunity (2024 Edition)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑driven mix of cash, bonds, stocks, and gold. Times big swings in U.S. Treasuries, tilts to tech in uptrends, and adds hedges when markets overheat. Uses simple “hot/cold” and trend gauges to adapt for income plus upside.
NutHow it works
Each day the strategy checks a few dashboards: 1) Bonds: if long‑term Treasuries have been dropping fast, it leans short Treasuries; if they’re rising, it owns leveraged long‑Treasury ETFs. 2) Risk‑on/off: it rotates among cash (T‑Bills), core bonds, US stocks (S&P 500/NASDAQ‑100), and gold based on recent strength and choppiness. 3) Macro filters: if commodities or the US dollar look strong, it gets more defensive; if bonds look strong, it leans into them. 4) Stress: when markets look overheated or volatility spikes, it adds hedges (inverse/volatility ETFs); in calm uptrends it tilts to growth (TQQQ).
CheckmarkValue prop
Out‑of‑sample, this strategy targets far higher upside than the S&P 500: ~63% annualized return with Calmar ~2.0 and Sharpe ~1.43. Regime switches and hedges seek growth in uptrends while offering stress protection—though drawdowns can exceed SPY.

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Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical multi‑asset, momentum/trend, macro regime, volatility hedging, leveraged/inverse etfs, treasury timing, tech tilt
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 toSVIXandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 62.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.57%. 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.