Skip to Content
Symphonies
-bk-I 8/13 200d LETF MA Risk On/Off | 09/13/23 mod
Today’s Change
—

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

About

Rules‑based, multi‑sleeve trend strategy. 30% QQQ, 30% SPY, 10% each XLF/SMH/XLU/TLT. Uses a 200‑day “risk on/off” switch, presses uptrends with 2–3x ETFs, and shifts to T‑bills, gold, dollar, oil, staples/healthcare, volatility, or inverse hedges when conditions weaken.
NutHow it works
Portfolio split: 30% Nasdaq (QQQ), 30% S&P 500 (SPY), 10% each Financials (XLF), Semis (SMH), Utilities (XLU), long Treasuries (TLT). Each slice is risk‑on when price > its 200‑day average, else risk‑off. Risk‑on: ride trends with 2–3x ETFs; Risk‑off: T‑bills/SHY or inverse hedges. RSI (0–100 speedometer): <~30 = washed out (buy dips), >~80 = stretched (hedge). Also rotates to gold (GLD), oil/energy (DBO/XLE), strong USD (UUP/USDU), staples/healthcare (XLP/XLV), or volatility (VIXY). Leverage is cut after big Nasdaq drops.
CheckmarkValue prop
Out-of-sample, this strategy delivers superior risk-adjusted gains vs the S&P: annualized return ~47% vs ~22%, Sharpe ~1.58 vs ~1.36, Calmar ~2.0. Diversified risk-on/off sleeves aim for big uptrends with downside hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.550.620.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
72.03%12.22%-0.15%0.4%0.76
-bk-I 8/13 200d LETF MA Risk On/Off | 09/13/23 mod
1,568.82%81.86%8.25%3.84%2.39
Initial Investment
$10,000.00
Final Value
$166,882.07
Regulatory Fees
$565.23
Total Slippage
$3,489.48
Invest in this strategy
OOS Start Date
Sep 13, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Trend-following, risk-on/risk-off, leveraged & inverse etfs, sector rotation, tactical allocation, volatility hedging
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 toUSDU, DBO, XLE, QLD, SSO, GLDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.74%. 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.