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Symphonies
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based strategy that tries to front‑run pullbacks: load up on VIX when markets are hot; buy the dip or hold cash when weak; otherwise rotate among tech, bonds, commodities, and managed futures. High risk due to leveraged and VIX ETFs.
NutHow it works
Each day it checks whether stocks look overheated or washed‑out using a 0–100 “heat” score (RSI: high=overheated, low=washed‑out) and a 200‑day trend switch. If overheated, it buys “fear” trades (VIX funds like VIXY/UVXY/UVIX). If not, it either buys the dip in tech/semis (TQQQ/TECL/SOXL/UPRO), parks in T‑Bills (BIL/SGOV), or rotates into bonds (TMF/TMV), gold/silver/oil (GLD/SLV/DBO), or managed‑futures diversifiers (KMLM/CTA). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.45 vs SPY ~1.0; annualized return ~129% vs ~19%; Calmar ~3.60. Bigger drawdowns accompany superior risk-adjusted gains from a diversified, tactical volatility/momentum hedging strategy.

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Invest in this strategy
OOS Start Date
Feb 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, momentum (rsi), mean reversion, leveraged etfs, bonds/commodities, managed futures (kmlm), risk-on/risk-off
Tickers in this symphonyThis symphony trades 66 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
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
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBO
Invesco DB Oil Fund
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 toSVXY, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 97.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.90%. 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.