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Symphonies
[230708] Word Is Bond (Shared) | Volatility Check | 3x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, 3x “risk dial” that uses bond strength and a volatility tripwire to shift between cash-like T‑Bills and leveraged S&P 500/Nasdaq. More bond momentum = more stocks; a volatility spike = park in T‑Bills.
NutHow it works
1) Panic check: if a volatility fund (UVXY) looks overheated over ~30 days, it moves 100% to T‑Bills (BIL). 2) If calm, it splits money 50/50 into S&P 500 and Nasdaq‑100 buckets. 3) In each bucket, 8–9 quick tests compare how “hot” Treasury funds are vs the stock index over ~30 days. Each “yes” puts an equal slice into a 3x stock fund (UPRO or TQQQ); each “no” stays in T‑Bills. When “on,” you hold broad market and tech‑heavy exposure; when “off,” you sit in cash‑like T‑Bills.
CheckmarkValue prop
Dynamic, rules-based strategy that shifts between cash and 3x equity exposure using bond momentum and a volatility tripwire. Out-of-sample ~20% annualized return, near the S&P 500, with a disciplined, regime-driven risk framework.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.211.430.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
541.48%14.71%1.36%5.73%0.9
[230708] Word Is Bond (Shared) | Volatility Check | 3x
16,952.61%46.16%8.24%28.34%1.35
Initial Investment
$10,000.00
Final Value
$1,705,261.01
Regulatory Fees
$3,027.71
Total Slippage
$18,530.80
Invest in this strategy
OOS Start Date
Jul 8, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation, momentum, volatility filter, leveraged etfs, s&p 500, nasdaq-100, treasuries, risk management
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 toBIL, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.44%. 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.