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Symphonies
V1a Super Simple Symphony - Less Derivatives -
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Simple daily switch. If short‑term T‑bills (BIL) recently beat the S&P 500 (SPY), rotate into defensive ETFs (utilities, gold, energy). Otherwise go risk‑on with 3x stock ETFs (UPRO, TQQQ). Equal‑weight holdings and rebalance daily.
NutHow it works
Each day it checks the last 60 days: did cash-like T‑bills (BIL) beat the S&P 500 (SPY)? - If yes (weak market): hold defensives—VPU (utilities stocks), GLD (gold), XLE (energy stocks), split equally. - If no (strong market): hold growth via leveraged ETFs—UPRO (3x S&P 500) and TQQQ (3x Nasdaq‑100/big tech), split equally. Rebalances daily.
CheckmarkValue prop
Out-of-sample: ~39% annual return with Calmar ~1.20, signaling strong risk-adjusted upside vs SPY. Regime-switching shifts to defensives in weak markets and 3x leveraged growth in strong markets, offering higher upside with drawdowns ~32.6% vs SPY ~18.8%.

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Invest in this strategy
OOS Start Date
Feb 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, risk-on/risk-off, trend-following, sector rotation, leveraged etfs
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
VPU
Vanguard Utilities ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
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 toGLD, VPUandXLE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.60%. 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.