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Symphonies
A Better "LETF minimum drawdown" V1 | DJKeyhole
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, risk‑managed approach that uses leveraged ETFs to beat the S&P 500 while capping big losses. It rotates among 2–3x tech/S&P funds, inverse ETFs, Treasuries, the dollar, volatility, and oil based on trend, recent drops, and overbought/oversold signals.
NutHow it works
Split into 4 sleeves: 30% S&P on/off, 30% buy‑the‑dip tech/Nasdaq, 35% volatility/dollar/short‑term bonds, 5% oil. It reads a few signals: trend (210 vs 360‑day averages), recent falls from peaks (drawdown), 1–21 day % moves, and RSI (a heat meter: low=washed‑out, high=hot). In uptrends it holds 2–3x S&P/tech (UPRO/SPXL, TQQQ/TECL/SOXL). On drops or when things look overheated, it shifts to hedges: inverse ETFs (SQQQ, SPXS/SH), long Treasuries (TMF/TLT), U.S. dollar (UUP), and volatility (UVXY/VIXM).
CheckmarkValue prop
Risk‑managed, rules‑based LETF strategy aims for growth with hedges. OOS: ~19% annual return; Sharpe ~0.86; Calmar ~0.71; beta ~0.91. Diversified exposure complements the S&P 500 and helps control volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.620.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
452.96%14.27%1.75%5.97%0.87
A Better "LETF minimum drawdown" V1 | DJKeyhole
33,769.05%57.53%2.08%10.71%2.16
Initial Investment
$10,000.00
Final Value
$3,386,904.88
Regulatory Fees
$12,519.65
Total Slippage
$76,890.17
Invest in this strategy
OOS Start Date
Oct 6, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged etfs, tactical allocation, trend following, volatility hedging, risk-managed growth, multi-asset rotation
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X Shares
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE 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 toIEO, SOXL, TMF, UUP, SHY, DBO, TECL, TQQQandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.81%. 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.