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Symphonies
$ Trinity + OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 3‑part tactical portfolio. It buys dips or hedges when markets are hot, rotates among tech, bonds, commodities, gold and the dollar based on 6‑month trends, and uses bond trends to lean risk‑on or risk‑off. Uses many 3x ETFs; expect big ups and downs.
NutHow it works
Three sleeves run at once (30/35/35). 30% trades short swings using RSI (a 0–100 “hot/cold” gauge): if tech is overheated it buys UVXY (volatility); if deeply sold off it buys 3x tech/semis/S&P; otherwise it defers to a trend engine. 35% rotates among tech, long/short Treasuries, commodities, gold and the U.S. dollar using 6‑month leaders, then puts more in the steadier pick. 35% watches bond trends to tilt toward stocks or (long/short) bonds. Uses 3x funds—very bumpy.
CheckmarkValue prop
Out-of-sample, this 3-sleeve leveraged strategy seeks higher growth than the S&P: ~41% annualized vs ~21% for SPY, with Calmar ~1.45. Expect bigger drawdowns (~28% vs ~19%), offset by rotation across tech, bonds, commodities, gold and USD.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.691.230.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
221.98%14.32%0.54%-0.34%0.81
$ Trinity + OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
99,055.57%120.24%10.68%6.44%2.01
Initial Investment
$10,000.00
Final Value
$9,915,556.78
Regulatory Fees
$30,539.36
Total Slippage
$199,620.38
Invest in this strategy
OOS Start Date
Nov 20, 2022
Trading Setting
Threshold 16%
Type
Stocks
Category
Tactical multi-asset, leveraged etf rotation, volatility timing, momentum/mean-reversion, macro regime rotation
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
MOAT
VanEck Morningstar Wide Moat ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PHDG
Invesco S&P 500 Downside Hedged ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 toTMF, PHDG, CURE, SVXY, TQQQ, PDBC, SQQQandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.04%. 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.