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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 tactical strategy: flee to T‑Bills when volatility spikes; otherwise blend bull or bear 3x‑ETF baskets based on whether stocks beat commodities across six timeframes, weighting more stable positions higher.
NutHow it works
1) Panic switch: if the market’s fear gauge (VIXM) is overheating (10‑day RSI>70), go to cash‑like T‑Bills (BIL). 2) Otherwise, compare stocks (SPY) vs commodities (DBC) over 6 lookbacks (100–600 days). Each lookback picks a Bull or Bear basket: - Bull: TQQQ (tech), CURE (healthcare), FAS (financials), TMF (long Treasuries). - Bear: SQQQ (short tech), FAZ (short financials), SVXY (rises when vol falls), TMV (short Treasuries). 3) Give more weight to steadier items (inverse volatility). 4) Average the six baskets; rebalance daily. Uses 3x ETFs—high risk.
CheckmarkValue prop
Out-of-sample annualized return: 23.87% vs 22.82% for the S&P, with lower beta (~0.79). Calmar ~1.03; drawdown ~23%. A volatility trigger plus diversified 3x-ETF mix aims to outperform the S&P while managing risk.

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Invest in this strategy
OOS Start Date
Nov 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, multi-timeframe momentum, volatility filter, leveraged etfs, daily rebalance
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 toTMF, CURE, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.87%. 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, crypto, and options.