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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

A daily, two-mode strategy: if recent cash beats stocks, hold Utilities, Gold, and Energy; otherwise, hold leveraged S&P 500 and Nasdaq. Equal weights, rebalanced daily; risk can be high in the leveraged “risk‑on” mode.
NutHow it works
Each day it checks the last ~3 months: has a T‑Bill fund (BIL, a cash proxy) beaten the S&P 500 (SPY)? If yes, go defensive: split equally into Utilities (VPU), Gold (GLD), and Energy (XLE). If no, go aggressive: split equally into 3x S&P 500 (UPRO) and 3x Nasdaq‑100 (TQQQ).
CheckmarkValue prop
Out-of-sample: ~40% annualized return vs ~21% for SPY, Calmar ~1.24. Auto-switches: risk-off into defensive assets, risk-on into leveraged equities, aiming higher upside with diversification vs the S&P 500.

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Invest in this strategy
OOS Start Date
Feb 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/off,momentum,leveraged etfs,sector rotation,gold,utilities,energy
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 toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.39%. 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, crypto, and options.