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Symphonies
V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, multi-asset strategy that uses the long‑Treasury trend to steer risk. It rotates among leveraged Treasuries, the US dollar, gold, defensive assets, or cash; adds a 6‑month momentum sleeve and crash protection via volatility when markets break.
NutHow it works
Rules-based, built around the trend in long US Treasuries (TLT). - Rates sleeve: rides or shorts 20‑yr Treasuries with leverage (TMF/TMV); if bonds are weak, shifts to US dollar, gold, defensive stocks or equity shorts. - Bond sleeve: holds plain Treasuries (VGLT/VGIT) when bonds beat cash. - Momentum: owns the 2 strongest over ~6 months among stocks, bonds, gold, USD, commodities or cash. - Crash catcher: buys volatility on sharp drops; in calm uptrends may ride 3x tech (TQQQ). Signals: price vs average, “heat” (RSI), recent returns.
CheckmarkValue prop
Out-of-sample, this strategy delivers lower drawdowns (11.3% vs 18.8%), lower beta (~0.52), and stronger risk-adjusted returns (Calmar ~1.61), offering steadier gains and crash protection versus the S&P 500.

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Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Multi-asset, tactical allocation, trend-following, momentum, interest-rate driven, defensive rotation, crash protection, volatility hedge, leveraged etfs
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toBSV, USDU, UUP, DBC, GLD, TMV, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.30%. 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.