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Symphonies
10-11-22 v2.3 Protected Leverage 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 137.7% AR | 27.7% DD | Nov 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based rotation using leveraged ETFs. It flips Risk ON/OFF using bond trends, buys the most “beaten‑down” growth funds when calm, and when stress or rising rates hit, shifts to Treasuries, the U.S. dollar, gold, and other defensive hedges.
NutHow it works
Goal: catch big rallies with 3x stock funds, cut risk fast. Regime: If a broad bond fund (BND) was up over ~8 weeks → Risk ON; else Risk OFF. Risk ON: If the “fear gauge” (UVXY) is calm, buy the 4 most beaten‑down picks from a tech/growth menu. RSI is a heat meter: low = beaten‑down. If fear is high, switch to long or short long‑term Treasuries (TMF/TMV). Risk OFF: If rates are rising (TLT weak), hold the U.S. dollar plus either short tech or short long‑bonds. If rates are falling (TLT firm), hold Treasuries, gold, and defensive stock funds. Daily rebalance.
CheckmarkValue prop
Dynamic rules-based strategy uses a bond-trend risk switch to pursue big rallies with 3x equity exposure and rate-hedges. OOS: 11.3%/yr return, Sharpe 0.47, beta 0.88 vs SPY—delivers diversification and risk-adjusted upside beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.780.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
622.08%15.09%1.2%6.23%0.92
10-11-22 v2.3 Protected Leverage 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 137.7% AR | 27.7% DD | Nov 2011
138,919.52%67.27%9.17%18.48%1.58
Initial Investment
$10,000.00
Final Value
$13,901,951.63
Regulatory Fees
$54,464.03
Total Slippage
$365,898.07
Invest in this strategy
OOS Start Date
Oct 12, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, risk-on/risk-off, mean reversion, trend following, volatility filter, interest-rate timing, multi-asset
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, TECL, BTALandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 12.31%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 61.71%. 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, crypto, and options.