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Symphonies
V1a Rebalanced Kearsarge - 13% Threshold - Replace BOXX w/ USDU + v4 Pops + v1.2.1 USDU Commodities
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based portfolio that swings into 3x tech when trends are strong or after deep dips, but shifts to T‑Bills/bonds/defensives and VIX hedges when markets overheat or volatility spikes. It also uses the US dollar and gold when bonds look weak.
NutHow it works
It splits money into sleeves: offense (tech-heavy when trends are up or after sharp dips), defense (bonds or cash-like T‑Bills), and hedges (VIX-based and “anti‑beta”). It watches market heat (RSI), trend vs averages, volatility (VIX), and big daily moves, then shifts among TECL/TQQQ, BIL/bonds, USD/gold, or VIX funds.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.75 vs SPY 1.44; annualized return ~24.33% vs 23.46%; max drawdown ~11% vs 18.76%; beta ~0.16. A rules-based, multi-sleeve strategy that shifts among tech momentum, hedges, bonds, USD, and gold for growth with protection.

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Invest in this strategy
OOS Start Date
May 14, 2023
Trading Setting
Threshold 13%
Type
Stocks
Category
Tactical asset allocation,momentum & mean reversion,volatility hedging,defensive rotation,leveraged etfs,rule-based
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, IEF, XLV, BLV, SVXY, UUP, DBMF, SHY, TECL, BTAL, SHV, XLU, GLD, SCHD, VIXM, BIL, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.33%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.00%. 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.