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Symphonies
Vol-ey Wolley Mashup Remix [No VIXM] V3.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, multi-asset strategy that goes aggressive (leveraged Nasdaq) in calm uptrends and moves to safety (cash/short Treasuries, staples, gold, dollar, market‑neutral) when markets get hot or volatile. Also times long/short Treasuries and commodity trends.
NutHow it works
Each day it asks: Is the market calm or jumpy, hot or cold? (RSI = a quick “hot/cold” score of recent ups vs downs.) If calm/not overheated, it leans into growth via leveraged Nasdaq (QLD/TQQQ). If stress appears or big drops hit, it shifts to safety: short‑term Treasuries (SHY/SHV), staples (XLP), gold (GLD), US dollar (UUP/USDU), and BTAL. It also times long/short long‑term bonds (TMF/TMV) and rotates by momentum among stocks, bonds, gold, dollar, and commodities (DBC).
CheckmarkValue prop
Out-of-sample return ~25.5% vs S&P 21.6%; Calmar ~1.16; beta ~1.0. Adaptive risk-on/off tilts (leveraged Nasdaq in calm, safety in stress) aim for higher growth with diversified risk controls versus the S&P 500.

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Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical, risk-on/risk-off, momentum, volatility targeting, crash hedge, leveraged etfs, bonds, gold, dollar, commodities
Tickers in this symphonyThis symphony trades 30 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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PSQ
ProShares Short QQQ
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 toTIP, VGLT, IEF, TMF, VTIP, UUP, DBC, HYG, SHY, LQD, BTAL, TQQQ, QLD, IEI, GLD, VGITandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.00%. 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.