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Symphonies
V1a Commander BND | 4 Trade Days / Year | Replace PST w/ TBT, VIXM w/ VIXY, USDU w/ TLT, & UGL w/ GLD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly, rules-based “risk on/risk off” strategy. It checks bonds vs T‑Bills to judge the market, then buys ETFs that have recently cooled off: aggressive growth funds in good times, or defensive/hedging funds (plus some Treasuries) in bad times.
NutHow it works
Rebalances quarterly. 1) Risk test: If total bonds (BND) beat T‑Bills (BIL) over 60 days → risk‑on; else risk‑off. 2) Buys the least “hot” choices (10‑day RSI: low = recently sold off) from a menu. Risk‑on: aggressive stock ETFs (tech/semis/S&P/financials) and 3x long Treasuries. Risk‑off: Use TLT vs BIL (20 days). If TLT weaker (rates rising): hedges (inverse stocks/bonds, staples, energy, volatility) plus some Treasuries. If stronger: defensives (staples, healthcare, short Treasuries, 3x long Treasuries, gold).
CheckmarkValue prop
Out-of-sample edge: annualized return 36.65% vs SPY 22.73%, with a risk-on/risk-off framework and quarterly dip-buying that can capture big upside. It also shows higher max drawdown (~53% vs ~19%)—more upside potential, higher risk.

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Invest in this strategy
OOS Start Date
Mar 4, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Tactical allocation, quarterly rebalance, risk-on/risk-off, rsi dip-buying, leveraged etfs, bonds vs bills, rate regime, defensives, hedges
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 toUPRO, TMF, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 52.56%. 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.