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Symphonies
Victorious VGT | Backtest from Jan 09 2008
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑driven tech‑timing strategy: buy VGT on market washouts, hedge with short funds when markets are overheated, and sit in T‑Bills in weak downtrends. Uses RSI extremes and a 100‑day trend filter; backtested since 2008.
NutHow it works
Goal: own VGT (Vanguard Tech) when odds look good; hedge or go to cash otherwise. It watches a 0–100 “heat” gauge (RSI: high=hot/overbought, low=cold/oversold) and trends. - If many indexes/sectors look very hot, it shifts into short funds (SH=short S&P, PSQ=short Nasdaq, EUM=short EM), sized by recent calmness. - If things look washed‑out, it buys VGT. - If in‑between, it uses SPY’s 100‑day trend and a bond‑vs‑inverse check to choose VGT, PSQ, or T‑Bills (SHV). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~22.9% annualized return vs ~17.9% for the S&P, beta ~0.74 (lower market exposure), Calmar ~1.15, and daily tech-timing with hedges. Higher upside with controlled risk compared to the S&P.

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Invest in this strategy
OOS Start Date
Oct 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, tech-focused, mean reversion, trend following, hedged, inverse etfs, daily rebalanced
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
IOO
iShares Global 100 ETF
Stocks
IVV
iShares Core S&P 500 ETF
Stocks
MGC
Vanguard Morningstar Mega Cap ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SOXX
iShares Semiconductor 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 toVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.00%. 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.
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Securities products and brokerage services are offered by Composer Securities LLC, a broker-dealer registered with the SEC and member of FINRA / SIPC. Composer Securities LLC and Composer Technologies Inc. are separate but affiliated companies. Accounts are carried and securities execution, clearance and settlement services are provided by Alpaca Securities LLC, and Apex Clearing Corporation, SEC-registered broker-dealers and members of FINRA / SIPC. Alpaca Securities is a wholly-owned subsidiary of AlpacaDB, Inc. Apex Clearing Corporation, is a wholly-owned subsidiary of Apex Fintech Solutions Inc. Check the background of Composer Securities LLC, Alpaca Securities LLC, and Apex Clearing Corporation on FINRA BrokerCheck . This is not an offer, solicitation of an offer, or advice to buy or sell securities or open a brokerage account in any jurisdiction where Composer Securities is not registered. Securities products offered by Composer Securities are not FDIC insured

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Keep in mind, investing involves risk. Examples are for illustrative purposes and are not a recommendation, an offer to sell, or a solicitation of an offer to buy any security. Past performance is no guarantee of future results.

Online trading has inherent risk due to system response, execution price, speed, liquidity, market data and access times that may vary due to market conditions, system performance, market volatility, size and type of order and other factors. An investor should understand these and additional risks before trading.

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