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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 portfolio that tries to beat the S&P 500 using leveraged stock ETFs. It adds or cuts exposure based on trend, dips, and overbought/oversold gauges, and offsets risk with volatility funds, Treasuries, the U.S. dollar, and a small oil sleeve.
NutHow it works
Three sleeves: 30% tactical stocks, 35% safety, 5% oil. - Stocks sleeve leans into 2–3x S&P/Nasdaq/tech/semis when the trend is up or after dips; it steps back when drawdowns rise. - Safety sleeve rotates among volatility funds (UVXY/VIXM), the U.S. dollar (UUP), or short‑term Treasuries (SHY). - Oil sleeve holds oil on uptrends, else safety. Signals use moving averages, recent drops/pops, and RSI (a 0–100 buying-vs-selling gauge).
CheckmarkValue prop
Out-of-sample beta ≈0.92 with hedged, risk-managed exposure for diversification and capital protection. Returns and Sharpe trail the S&P (19.14% vs 22.46%; 0.86 vs 1.34), but offer lower market correlation and built-in volatility hedges for steadier results.
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
449.51%14.18%-0.15%0.4%0.87
A Better "LETF minimum drawdown" V1 | DJKeyhole
33,415.77%57.23%1.54%0.87%2.15
Initial Investment
$10,000.00
Final Value
$3,351,576.94
Regulatory Fees
$12,663.86
Total Slippage
$77,812.25
Invest in this strategy
OOS Start Date
Oct 6, 2022
Trading Setting
Threshold 8%
Type
Stocks
Category
Leveraged etfs,tactical allocation,trend-following,mean reversion,volatility hedging,risk-managed
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, DBO, TECL, TQQQ, SSO, UVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.52%. 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.