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Symphonies
V2 BWC: 2 ways to the same endgame (BT 10/5/2011)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules switch between leveraged growth stocks when trends are healthy, quick hedges or T‑bills when markets overheat or break, and long/short long‑term Treasuries when stock trends fade. High octane; aims to be fast in and faster out.
NutHow it works
Each day it asks: are stocks trending up and calm? If yes, it owns fast movers (often 3x Nasdaq/S&P or 3x Tech). If the market gets short‑term “too hot” (RSI = a hot/cold score) or breaks short trends, it hedges (volatility or inverse funds) or goes to T‑bills. If stocks aren’t attractive, it rides long‑term bond trends (long when yields fall, short when they rise) or sits in T‑bills. Note: uses 3x/inverse funds, so swings can be large.
CheckmarkValue prop
Dynamic, rule-based strategy blends leveraged equities, bonds and hedges. Out-of-sample: 12.9% annualized with beta ~0.78, Sharpe ~0.60 and Calmar ~0.39—delivering diversification and risk-adjusted goals when the S&P swings.

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Invest in this strategy
OOS Start Date
Jun 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, trend following, volatility hedging, leveraged etfs, bonds, risk-on/risk-off, daily rebalance
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RINF
ProShares Inflation Expectations 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 toQQQ, SPY, TMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.74%. 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.