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

About

A daily, high‑risk “market mood” strategy. It compares short‑term strength of safety bonds (IEI) vs high‑beta stocks (SPHB), then buys one leveraged ETF from a bull or hedge list—the one that just fell the most—95% main, 5% sidecar.
NutHow it works
Each day it compares a 0–100 “strength score” (RSI over ~7 days) for two funds: IEI (mid‑term US Treasury bonds—safety) and SPHB (the most jumpy S&P 500 stocks—risk). If SPHB’s score is higher, it picks from bullish funds; if IEI’s is higher, it picks from bearish/hedge funds. From that chosen list, it buys just one fund—the one that did the worst over the last ~4 days—betting on a short‑term bounce. About 95% goes to this main pick, and ~5% goes to a small side list that adds a couple of extra choices. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~89.5% vs SPY's ~23.8%, with Calmar ~2.13 and alpha ~0.57. Higher drawdown (~42%) is the trade-off for a compelling risk-adjusted upside versus the S&P.

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Invest in this strategy
OOS Start Date
May 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation,risk-on/risk-off,rsi momentum,leveraged/inverse etfs,contrarian laggard buying,daily rebalanced
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 toSARK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 89.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.12%. 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.