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Symphonies
☢️ NASDAQ-X DeETF | $Deez | BT - 14NOV2019 - AR: 346.1% DD: 38.8% - Live
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily market timer using SPY’s RSI: hedge with VIXM when overheated, take a small 3x bull bet when oversold, otherwise hold the 3 strongest big US stocks. Keeps 10% cash in normal times and 90% cash in selloffs.
NutHow it works
Each day it checks SPY’s 14‑day RSI (a gauge of how stretched prices are). If very hot (RSI>77): move to VIXM, a volatility fund that jumps when markets panic. If very cold (RSI<30): put 10% in the 2 best of TECL/TNA/SPXL (3x tech/small‑cap/S&P bull funds), keep 90% cash. Otherwise: put 90% in the 3 strongest big US stocks (Apple, Microsoft, Nvidia, etc.), keep 10% cash. Rebalance daily.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy beats SPY: ~62.46% annualized return vs ~21.14%, Sharpe ~1.61 vs ~1.32, Calmar ~3.14. Higher upside with a disciplined risk hedge and cash buffer.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.351.230.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
545%14.71%0.54%-0.34%0.9
☢️ NASDAQ-X DeETF | $Deez | BT - 14NOV2019 - AR: 346.1% DD: 38.8% - Live
69,270.63%61.89%-5.59%-3.76%1.62
Initial Investment
$10,000.00
Final Value
$6,937,062.65
Regulatory Fees
$18,065.41
Total Slippage
$122,204.08
Invest in this strategy
OOS Start Date
Nov 18, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, market timing, volatility hedge, leveraged etfs, large-cap growth, daily rebalance
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
CSCO
Cisco Systems, Inc. Common Stock (DE)
Stocks
GD
General Dynamics Corporation
Stocks
GOOGL
Alphabet Inc. Class A Common Stock
Stocks
INTC
Intel Corp
Stocks
META
Meta Platforms, Inc. Class A Common Stock
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 toAMGN, RTXandNOC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 58.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.89%. 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.