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Symphonies
V2.1a Holy Grail Simplified
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily risk-on/risk-off plan. Above trend it rides 3x Nasdaq unless prices look overheated, then rotates to defensive ETFs. Below trend it buys deep dips briefly and otherwise holds safe or hedging ETFs, guided by short-term signals.
NutHow it works
Each day it asks: is the S&P 500 above its 200‑day average? • Uptrend: if “too hot,” rotate to defense (long Treasuries—TLT/TMF, dollar—UUP, volatility—VIXY, staples—XLP, low‑vol—SPLV). If not, ride growth (3x Nasdaq—TQQQ) and use cash‑like bonds (SHY/SHV/STIP) when momentum weakens. • Downtrend: buy sharp dips briefly; otherwise hold hedges/safety (Treasuries, short Nasdaq—SQQQ, dollar, sometimes gold—UGL).
CheckmarkValue prop
Out-of-sample: 65.84% annualized return vs SPY 21.18%; Calmar 1.53 (better return per unit drawdown). Higher upside with a disciplined, regime-switching risk framework—though max drawdown (~42.96%) is larger.

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Invest in this strategy
OOS Start Date
Aug 5, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend and mean reversion, leveraged etfs, risk-on/risk-off, multi-asset hedging, swing trading
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.

"V2.1a Holy Grail Simplified" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V2.1a Holy Grail Simplified" is currently allocated toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V2.1a Holy Grail Simplified" has returned 65.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V2.1a Holy Grail Simplified" is 42.96%. 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 "V2.1a Holy Grail Simplified", 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.