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Symphonies
Water-Focused + DN HF
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

~72.5% tactically rotates across US sectors and volatility funds using short‑term “hot/cold” signals and trend ranks. ~27.5% holds a water‑industry stock basket only in an S&P 500 uptrend; otherwise T‑bills. Rebalances daily.
NutHow it works
Two sleeves. 1) Core (~72.5%): Daily, it checks big sectors with a short‑term “hot/cold” gauge. If any look very hot, it hedges by buying a volatility fund (UVXY). If none are hot, it looks for “washed‑out” sectors and buys the strongest fund there (regular or leveraged). If nothing is extreme, it owns the sector with the best recent trend. 2) Water (~27.5%): Holds a preset basket of water‑industry stocks only when the S&P 500 is in an uptrend (short‑term above long‑term); otherwise, it sits in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample edge: ~63% annualized return, Sharpe 1.66, Calmar 2.57—far better risk-adjusted than SPY (~18%, Sharpe 1.02). A dynamic sector/vol rotation with a water-tilt hedge seeks bigger upside with disciplined risk controls.

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Invest in this strategy
OOS Start Date
Oct 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, volatility hedge, leveraged etfs, trend following, risk-on/risk-off, water theme, tactical asset allocation, daily rebalanced
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
AWK
American Water Works Company, Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BMI
Badger Meter, Inc.
Stocks
CNM
Core & Main, Inc.
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DOV
Dover Corporation
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ECL
Ecolab, Inc.
Stocks
ERII
Energy Recovery, Inc.
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.

"Water-Focused + DN HF" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Water-Focused + DN HF" is currently allocated toCNM, WTRG, PNR, KBR, BMI, ECL, ERII, VLTO, WMS, TTEK, MEG, ROP, ERX, IR, AWK, TECL, GTLS, XYL, DOV, IEX, WTSandMWA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Water-Focused + DN HF" has returned 58.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Water-Focused + DN HF" is 24.54%. 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 "Water-Focused + DN HF", 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.