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Symphonies
đźš‚ V2 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily‑tactical mix that rotates among the US dollar, semiconductors (long/short), gold, commodities, and cash, with a small COST/UNH sleeve. Uses simple “overbought/oversold” and trend checks on the S&P and Treasury ETFs to switch regimes.
NutHow it works
Uses RSI (overbought/oversold gauge) and EMAs (fast/slow trend averages) to route money daily across 3 sleeves. 45%: If the US dollar trends up, own a dollar fund; else split between cash, semis, and commodities (favoring the most volatile). 45%: If longer Treasuries beat cash, buy semis on dips unless the S&P is overheated—then buy 2× gold. If cash beats bonds, hold gold + index shorts unless the S&P is extremely oversold—then flip long/short semis. 10%: Own Costco/UnitedHealth only when not overheated; else T‑Bills.
CheckmarkValue prop
Out-of-sample edge: ~36.4% annualized return vs SPY ~20.8%, lower drawdown ~14.5% vs 18.8%, and Calmar ~2.51. Higher upside with a diversified macro mix and disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.420.760.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
358.07%13.38%-0.15%0.4%0.81
đźš‚ V2 Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015
36,034.55%62.55%9.37%14.76%1.84
Initial Investment
$10,000.00
Final Value
$3,613,455.33
Regulatory Fees
$7,599.78
Total Slippage
$44,033.93
Invest in this strategy
OOS Start Date
Nov 22, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum, mean‑reversion, macro, us dollar, semiconductors, gold, commodities, bonds, cash, leveraged etfs, inverse etfs, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 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 toUSDU, UGL, SH, UNH, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.52%. 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.