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Symphonies
#1.1 Trend Hedge v1.3 - Std Dev 21 to 126 (public)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules‑based portfolio that rotates across stocks, bonds, gold, commodities, the US dollar, and volatility hedges. It gets aggressive in calm uptrends and defensive when rates rise or fear spikes, with explicit crash protection and frequent rebalancing.
NutHow it works
Each day it checks three things: market trend, interest‑rate direction, and fear. It uses simple gauges like “is price above its recent average?” and a hot/cold speedometer (RSI) to judge extremes. • Calm uptrends: own broad stocks (S&P/Nasdaq), sometimes 2x/3x versions. • Rising rates or choppy markets: shift to staples/utilities, short‑term Treasuries, US dollar, or gold; may short stocks/bonds. • Panics: add volatility hedges (VIX funds) and cash‑like T‑bills. It blends many mini‑models and rebalances daily.
CheckmarkValue prop
Adaptive, rules-based multi-asset strategy that rotates across stocks, bonds, gold, USD and volatility hedges. Out-of-sample: lower drawdown (~12%), Calmar ~1.15, diversification reduces risk with solid risk-adjusted return vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.50.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
285.69%14.16%-1.77%0.2%0.83
#1.1 Trend Hedge v1.3 - Std Dev 21 to 126 (public)
6,240.98%50.24%1.05%7.66%2.58
Initial Investment
$10,000.00
Final Value
$634,098.48
Regulatory Fees
$2,925.50
Total Slippage
$17,888.45
Invest in this strategy
OOS Start Date
Apr 25, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, volatility hedge, multi-asset, leveraged/inverse etfs, crash protection
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
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 toIEF, XLV, USDU, TMF, GDX, UUP, DBC, SHY, SPY, DBO, BTAL, FMF, TQQQ, SHV, XLE, XLU, GLD, TLT, PDBC, SCHD, SQQQ, TYO, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.57%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.97%. 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.