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

About

A daily, rules-based rotation that leans into leveraged tech and Treasuries in calm uptrends, and flips to safety (dollar, gold, staples, short Treasuries) or volatility hedges during stress. Signals are simple: heat, trend, turbulence, and big drops.
NutHow it works
It reallocates daily using simple signals: trend (price vs its average), “heat” (RSI, a 0–100 hot/cold gauge), turbulence (choppiness), and recent drops. In calm uptrends it owns growth and long bonds (QLD/TQQQ, TMF) and recent winners (SPY, GLD, UUP, DBC). If things get too hot or choppy, it shifts to safety (SHY/SHV, UUP/USDU, GLD, XLP) or volatility hedges (UVXY; sometimes SVXY) until conditions cool.
CheckmarkValue prop
A daily, rules-based rotation that captures growth in calm markets and hedges risk in stress. OOS: 26.11% annualized vs SPY 22.01%; Sharpe 1.26 vs 0.98; Calmar 1.19. Similar beta, with higher risk-adjusted growth and built-in safeguards.

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Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, volatility hedging, momentum, macro regime timing, crash protection, leveraged etfs, bond/interest-rate timing
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTIP, IEF, USDU, TMF, VTIP, SVXY, UUP, DBC, HYG, SHY, LQD, SPY, BTAL, TQQQ, SH, IEI, GLD, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.11%. 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, crypto, and options.