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Symphonies
V1a Hello Algo World! + Cash USDU & XLE
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based ETF strategy that switches between growth and defense. It uses market trends, a short-term tech “oversold” trigger, and bond/dollar signals to rotate among stocks (incl. semis/tech), the US dollar, hedges, and commodities.
NutHow it works
Each day it asks: Is the S&P 500 above its 200‑day average? If yes, buy what’s strongest (broad US stocks, chipmakers, or a small sub‑model). If no, tilt to staples/value/energy and let the sub‑model steer defense. A QQQ oversold signal can briefly switch to tech. The sub‑model uses bond and dollar trends and TIP vs STIP to flip between growth (QQQ/leveraged beta) and defense (US dollar, anti‑beta hedge, or low‑drawdown picks among commodities).
CheckmarkValue prop
Out-of-sample performance beats the S&P 500 on risk-adjusted returns: ~39.5% vs ~23.3% annualized, Sharpe ~1.59 vs ~1.40, and lower drawdown (~17% vs ~19%), Calmar ~2.33, similar beta. Daily growth/defense rotation with hedges.

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Invest in this strategy
OOS Start Date
Nov 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, trend-following, risk-on/off, sector rotation, momentum, defensive hedging, macro signals
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
OILK
ProShares K-1 Free Crude Oil ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SPYV
State Street SPDR Portfolio S&P 500 Value ETF
Stocks
SSO
ProShares Ultra S&P500
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.

"V1a Hello Algo World! + Cash USDU & XLE" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V1a Hello Algo World! + Cash USDU & XLE" is currently allocated toSMH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V1a Hello Algo World! + Cash USDU & XLE" has returned 35.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V1a Hello Algo World! + Cash USDU & XLE" is 16.98%. 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 "V1a Hello Algo World! + Cash USDU & XLE", 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.