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Symphonies
* Daily: Risk On - TQQQ/Risk Off - Bonds (60d CR BND > BIL + SPY 20d DD < 180d DD) 10/4/2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily switch: ride TQQQ when risk improves and bonds are supportive; hide in Treasuries or T‑bills when markets weaken; briefly flip to UVXY when Nasdaq looks overheated.
NutHow it works
Each day it holds one ETF: 1) If TQQQ (3x Nasdaq‑100) is extremely “hot” (10‑day RSI>79) → UVXY (volatility hedge). 2) Else if the S&P 500 just fell fast (its inverse SH up >5% in 10 days) → SHY (short‑term Treasuries). 3) Else if bonds (BND) beat cash‑like bonds (GSY) over 60 days: if recent max drop (20d) is smaller than over 6 months, buy TQQQ; otherwise TMF (3x long Treasuries). 4) Else → BIL (T‑bills).
CheckmarkValue prop
Dynamic risk-managed strategy diversifying beyond the S&P 500 with rule-based hedges and bond timing. Aims to reduce large drawdowns and provide crash protection as a portfolio satellite. Not a core replacement; out-of-sample returns lag SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.61.130.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
* Daily: Risk On - TQQQ/Risk Off - Bonds (60d CR BND > BIL + SPY 20d DD < 180d DD) 10/4/2011
1,799,622.54%97.65%3.6%8.03%1.75
Initial Investment
$10,000.00
Final Value
$179,972,254.42
Regulatory Fees
$395,914.71
Total Slippage
$2,833,125.19
Invest in this strategy
OOS Start Date
Oct 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Risk-on/risk-off, trend-following, tactical allocation, leveraged etfs, treasuries, volatility hedge
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
GSY
Invesco Ultra Short Duration ETF
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 6.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 53.78%. 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.