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Symphonies
V2.3a | Commander BND Monthly | HTX - K-1 Free
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A monthly, rules-based strategy. It uses recent bond performance (BND) to flip between leveraged growth ETFs (risk-on) and defensive hedges (risk-off). A separate 20% sleeve picks one temporarily oversold ETF for a rebound play.
NutHow it works
Each month: 1) If the S&P 500 just fell hard, shift the main 80% into defensive funds (safe‑haven bonds and bearish stock funds). 2) Otherwise, if a broad bond fund (BND) rose over ~3 months, go risk‑on into leveraged tech/market funds that look most beaten‑down. If not, stay risk‑off: if rates look to be rising, favor bond‑shorts, energy/USD and equity hedges; if falling, favor T‑bills, gold miners or short junk bonds. Separately, 20% rotates into one oversold pick.
CheckmarkValue prop
Out-of-sample shows ~29.5% annualized return vs SPY’s ~20.6%, with macro-rate rules and momentum signals that aim for bigger upside in regime shifts. It adds diversification beyond plain equity—acknowledging elevated drawdown risk.

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Invest in this strategy
OOS Start Date
Feb 3, 2024
Trading Setting
Monthly
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, leveraged etfs, momentum & mean reversion, monthly rebalance, macro (rates) driven
Tickers in this symphonyThis symphony trades 28 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
DIG
ProShares Ultra Energy
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
GDXJ
VanEck Junior Gold Miners ETF
Stocks
LTPZ
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund
Stocks
MIDU
Direxion Daily Mid Cap Bull 3X Shares
Stocks
SJB
ProShares Short High Yield
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 toUPRO, TECL, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 54.08%. 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.