Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
V1.1 Anansi Portfolio: 50/50 Split | 2012-10-25
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, very active portfolio. It rides tech uptrends with leveraged funds (TQQQ/UPRO/SOXL), then rapidly de‑risks or hedges with shorts, Treasuries, cash, and VIX products. Aims for high returns with crash defenses and a bond ballast sleeve.
NutHow it works
1) Trend up? Own high‑octane stock funds (TQQQ, UPRO, SOXL), picking the strongest. 2) Trend weak or overheated? Cut risk: rotate to hedges (SQQQ/SPXU), Treasuries (TLT/TMF/BSV), cash (BIL), or low‑vol diversifiers (SPLV/BTAL/BGX). 3) RSI = 0–100 “speedometer” of recent ups/downs; buy dips (<30), avoid rips (>80). 4) A volatility sleeve flips between UVXY (panic) and SVXY (calm). 5) A bond‑momentum sleeve smooths the ride.
CheckmarkValue prop
Out-of-sample edge: ≈47% annualized return vs ≈22% S&P, Sharpe ≈1.31 vs ≈1.28, Calmar ≈1.62, alpha ≈0.18. Active trend/hedge system with crash defenses and bond ballast delivers superior risk-adjusted growth; expect larger stress drawdowns.

Loading backtest data...

Invest in this strategy
OOS Start Date
Feb 1, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical, trend-following, leveraged etfs, volatility hedging, bond momentum, risk-on/off
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
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 toIEF, BGX, TMF, QQQ, SVXY, SPXU, BTAL, TQQQ, UVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.96%. 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.