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Symphonies
V1b Vol-ey Wolley Mashup Remix [No VIXM]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, multi-asset strategy that reads the interest-rate trend to time long/short Treasuries, rotates to USD/gold/staples when stressed, adds a simple momentum tilt, and uses a crash sleeve to flip between leveraged Nasdaq and a volatility hedge.
NutHow it works
It blends four sleeves that react to interest rates, momentum, and crashes. - Rates sleeve: Reads long US Treasuries (TLT). If rising and not “too hot,” it rides 3x long bonds (TMF); if overheated or falling, it shifts to safety (USD, gold, staples) or 3x inverse bonds (TMV). - Bond sleeve: Holds plain Treasuries when bonds beat cash; else hedges rising rates (USD/short bonds) or goes 3x long when rates fall. - Momentum: Owns the 2 strongest of SPY, TLT, GLD, UUP, DBC, SHV. - Crash sleeve: Toggles between leveraged Nasdaq (TQQQ), a volatility hedge (UVXY), or the safety mix based on overbought/oversold, trend, and recent drops.
CheckmarkValue prop
Dynamic, risk-managed strategy with strong risk-adjusted gains and diversification. OOS: ~21.1% annualized return, Calmar ~1.36, max drawdown ~15.5% (SPY ~18.8%), beta ~0.70, Sharpe ~1.22—downside 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, risk-managed, crash protection, rates-driven, leveraged etfs
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
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
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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 toUSDU, TMF, DBC, GLD, TMVandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.46%. 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.