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Symphonies
001 The Not Boring: Rising Rates with Vol Switch | PWN
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, risk‑parity‑style mix that flips to defense (gold, U.S. dollar) when tech or long bonds flash stress; otherwise it leans into 3x tech, banks, and long Treasuries, sizing up the calmest assets and keeping a small T‑bill cushion.
NutHow it works
Daily, it asks two questions: Did big tech (QQQ) drop >6% in the last 10 days, or did long Treasuries (TMF) fall unusually hard? If yes, it goes defensive: mostly GLD (gold) and UUP (U.S. dollar), with tiny, volatility‑capped slices of TQQQ (3x Nasdaq‑100), FAS (3x banks), and TMF (3x 20+yr Treasuries). If no, it goes offensive: an inverse‑vol blend of TQQQ, FAS, TMF. Keeps a small cash/BIL (T‑bills) cushion. Calmer funds get more weight.
CheckmarkValue prop
Dynamic risk-switching strategy: defense in stress with gold/USD, chase upside in calm markets. Out-of-sample, it delivers higher risk-adjusted returns (Sharpe ~14.93M vs S&P ~1.59M), near-zero beta, and tighter drawdowns—better protection than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.01-00-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
688.96%13.81%6.16%5.09%0.84
001 The Not Boring: Rising Rates with Vol Switch | PWN
23.14%1.31%0.32%0.87%4.95
Initial Investment
$10,000.00
Final Value
$12,314.20
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
Dec 30, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, tactical, risk parity, volatility targeting, leveraged etfs, risk-on/risk-off, tech, financials, treasuries, gold, u.s. dollar
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 3.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 0.01%. 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.