Skip to Content
Symphonies
v1.1 FAS Bonds Baller l BrianE l (April 23rd 2012 Mod)
Today’s Change
—

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

About

Daily tactical trader that swings between 3x financials (FAS) and 3x long Treasuries (TMF), hedges with inverse financials, gold, dollar, and short Treasuries in stress, and sometimes buys volatility (UVXY) at extremes using trend and RSI signals.
NutHow it works
Reads market weather from trends and RSI (a short‑term speedometer: high=hot, low=cold). If volatility spikes (UVXY, RSI>75) it parks in SHY (short Treasuries). If stocks look overheated it briefly buys UVXY. If stocks are washed out (SPY RSI<27) it may flip to FAZ or UVXY; otherwise it holds FAS+TMF (3x financials + 3x long Treasuries). When bonds weaken, it shifts to a defensive mix: FAZ/GLD/TMV/TTT/UUP. Rebalanced daily.
CheckmarkValue prop
Adaptive, regime-switching barbell between FAS and TMF with dynamic hedges (UVXY, FAZ, GLD, UUP). Seeks upside while dampening stress. OOS: ~18.9% annualized return, beta 0.76, Calmar 0.445; adds SPY diversification.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 23, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, leveraged etfs, volatility hedging, sector rotation, risk-on/risk-off, daily rebalanced
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 toUUP, FAZ, TTT, GLDandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.48%. 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.