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Symphonies
0 Beta
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, market‑neutral‑leaning strategy that rotates across USD, energy/commodities, Treasuries (long/short), S&P 500 shorts, and VIX funds using trend and overbought/oversold (RSI) signals, defaulting to T‑bills when no edge.
NutHow it works
It splits the portfolio into sleeves and moves among ETFs using two ideas: trend and heat. Trend = recent price vs a longer average (up/down). Heat = RSI flagging ‘hot’ (overbought) or ‘washed‑out’ (oversold). It rotates among USD (UUP), oil/nat‑gas/clean‑energy, broad commodities (DBC), S&P 500 shorts (SH), long/short Treasuries (TLT/TMF/TMV), and VIX funds. If no edge, it holds SHY/SHV/BIL. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy lowers drawdowns to ~6.9% vs SPY’s ~18.8%, stays near 0 beta, and diversifies across USD, commodities, bonds, and volatility—delivering steadier, risk-adjusted returns with downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.050.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
588.84%14.42%-1.77%0.2%0.89
0 Beta
2,404.78%25.21%5.32%9.24%2.27
Initial Investment
$10,000.00
Final Value
$250,478.25
Regulatory Fees
$798.28
Total Slippage
$4,715.35
Invest in this strategy
OOS Start Date
Apr 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean-reversion, commodities, energy, bonds/rates, volatility etps, long/short, market-neutral, daily rebalanced
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAN
First Trust Global Wind Energy ETF
Stocks
FCG
First Trust Natural Gas ETF
Stocks
ICLN
iShares Global Clean Energy ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
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.

"0 Beta" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"0 Beta" is currently allocated toFCG, KOLD, UUP, DBC, SHY, DBO, BTAL, SHV, XLE, SHandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "0 Beta" has returned 10.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "0 Beta" is 6.87%. 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 "0 Beta", 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.