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Symphonies
"V3.0.4.2fv" [HTX anti-twitch]| TCCC - Beta Baller | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole, comrade, Michael B | No K-1 (Fasting Vegan edition)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based swing strategy that rotates among cash (T‑bills), leveraged tech/stock funds, and long/short Treasuries using simple “hot/cold” and trend checks on stocks, bonds, commodities, and the U.S. dollar. Defense first; offense only when signals agree.
NutHow it works
Steps: 1) Read long‑term trends of stocks (SPY) and bonds (TLT) to choose offense or defense. 2) A “hot/cold” meter (RSI): if too hot, park in cash (BIL); if washed‑out, buy the most beaten‑down tech/semis fund for a bounce. 3) If rates rise, hold inverse long‑bond (TMV); if rates fall, hold long‑bond (TMF). 4) Spikes in commodities or the U.S. dollar push it to cash, gold (PHYS), or a hedge (BTAL). 5) Otherwise a short‑term momentum screen holds one strong fund.
CheckmarkValue prop
Out-of-sample: ~19.4% annualized vs SPY 23.7%; Sharpe ~0.58 vs 1.42; drawdowns ~63% vs ~19%. This rules-based, defense-first strategy adds diversification, hedges, and regime-driven risk controls to SPY.

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Invest in this strategy
OOS Start Date
Nov 16, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, leveraged etfs, risk-on/risk-off, cross-asset signals
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
EWZ
iShares MSCI Brazil ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LTPZ
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 62.94%. 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.