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Symphonies
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switch that rotates among tech (incl. 2x long/short), Treasuries, staples, oil, dollar, or cash. It buys bonds when stocks look overheated, buys tech on sharp dips, and uses trend filters to rotate or hedge.
NutHow it works
RSI is a 0–100 heat gauge of recent gains (hot >80, cold <30). A moving average is a price trend line. Daily: if QQQ or SPY is very hot → long Treasuries (TLT). If QQQ is very cold → 2x tech (ROM). Else if bonds (IEF) beat inverse‑tech (PSQ) by RSI → 2x QQQ (QLD). Else if SPY > 200‑day → split Staples (XLP) and the strongest of oil (DBO), dollar (UUP), or SPY. Else if QQQ < 20‑day → short 2x QQQ (QID); otherwise cash‑like Treasuries (SHV).
CheckmarkValue prop
Out-of-sample, this rules-based strategy delivers superior risk-adjusted performance vs the S&P: Sharpe ~1.65 vs 1.37, Calmar ~2.97, and annualized return ~74% vs ~23%, aided by dynamic tech/treasury tilts and a clear alpha edge.

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Invest in this strategy
OOS Start Date
Dec 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum, mean‑reversion, trend‑following, risk‑on/risk‑off, leveraged etfs, multi‑asset, daily rebalance
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toDBOandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 76.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.83%. 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.