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Symphonies
v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, first flee to T‑bills on volatility spikes. Otherwise, compare stocks vs commodities over 100–600 days and toggle between leveraged bull or bear ETFs, sizing positions by recent volatility.
NutHow it works
Daily: 1) Safety check: if a market “fear” fund (VIXM) looks overheated—its 10‑day speed score (RSI) > 70—the strategy parks in T‑bills (BIL). 2) Otherwise, it runs six lookbacks (100–600 days). If stocks (SPY) beat commodities (DBC), it holds a leveraged bull basket (TQQQ, CURE, FAS, TMF). If not, it holds a leveraged bear basket (SQQQ, FAZ, SVXY, TMV). Positions are sized by recent calmness; less‑volatile gets more.
CheckmarkValue prop
Dynamic regime-switching with volatility kill-switch and inverse-vol weighting aims to ride rallies and reduce drawdowns. Out-of-sample: ~22% annualized return, Sharpe ~1.03—comparable upside to SPY with built-in risk controls in stress.

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Invest in this strategy
OOS Start Date
Nov 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, regime switching, volatility filter, leveraged etfs, macro timing, daily rebalance
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toTMF, CURE, SVXY, FAZ, TQQQ, FAS, TMVandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.26%. 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.