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Symphonies
100% Protection* | Taco | (*Till Its Not)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A laddered mix of options‑based “buffer” ETFs from iShares, Innovator, and Calamos to soften market drops while capping upside, mostly tied to the S&P 500 with a small Russell 2000 slice, plus 5% T‑Bills. Seeks smoother rides, not guarantees.
NutHow it works
It mixes “buffer” stock ETFs that use options to cushion losses and cap gains. 30% iShares Max Buffer (S&P 500; Mar/Jun/Sep/Dec), 30% Innovator Buffer (12 monthly S&P 500 funds), 35% Calamos structured protection (mainly S&P 500, small slice Russell 2000), 5% T‑Bills (BIL). Rebalanced daily to keep a month‑by‑month ladder.
CheckmarkValue prop
Out-of-sample edge: Sharpe 3.92 vs SPY 2.72; drawdowns far milder (1.17% vs 5.07%); Calmar 11.68. A laddered buffer/structured ETF blend cushions declines while preserving meaningful upside, with 5% T‑Bills ballast.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.030.320.970.98
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
22.7%34.95%1.36%5.73%1.52
100% Protection* | Taco | (*Till Its Not)
9.5%14.23%0.78%2.26%1.95
Initial Investment
$10,000.00
Final Value
$10,950.32
Regulatory Fees
$2.34
Total Slippage
$2.38
Invest in this strategy
OOS Start Date
May 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Defined-outcome etfs, buffer strategies, options overlay, us equities, risk-managed, laddered
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 toBJUL, BNOV, BFEB, BJUN, BMAY, BAUG, CPSA, MAXJ, CPSJ, BAPR, BMAR, BSEP, CPSL, DMAX, CPSN, CPST, CPRJ, BOCT, SMAX, CPSO, BJAN, BDEC, BIL, CPSM, MMAXandCPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.17%. 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.