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Symphonies
(A) QLD FTLT + Bonds (40/8 %MDD) Since 2018 14% STDev
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A bond‑anchored, rules‑based portfolio: 55% Treasuries for stability; 45% switches among tech (2x QQQ), trending commodity winners, hedges (inverse QQQ), or Treasuries using simple trend/RSI/volatility signals. Daily rebalance; uses leveraged ETFs.
NutHow it works
55% sits in steady U.S. Treasuries (IEI ≈ 3–7yr, SHV ≈ T‑Bills). The other 45% is a rules‑driven “risk” sleeve. It uses trend (price vs long‑term average), heat (RSI: a 0–100 hot/cold gauge), and volatility. If commodities trend up (DBC rising), it owns the 4 recent winners (e.g., GLD gold, SLV silver, USO oil, WEAT wheat, CORN corn, BOIL/KOLD nat‑gas). Otherwise it rides or hedges big tech via 2x QQQ (QLD/ROM), inverse QQQ (QID), or parks in Treasuries (TLT/SHY). Rebalanced daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.19 vs 0.99; max drawdown 7.3% vs 18.8%; Calmar 2.05. A bond core with diversified sleeves delivers tech/commodity upside but far stronger downside protection versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.180.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
175.79%15.21%2.19%5.01%0.81
(A) QLD FTLT + Bonds (40/8 %MDD) Since 2018 14% STDev
793.82%35.75%5.69%4.69%2.24
Initial Investment
$10,000.00
Final Value
$89,381.78
Regulatory Fees
$211.45
Total Slippage
$1,179.54
Invest in this strategy
OOS Start Date
Dec 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend & rsi timing, tech momentum, commodities rotation, treasuries core, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CORN
Teucrium Corn Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
ESPO
VanEck Video Gaming and eSports ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 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 toKOLD, DRN, SHV, QLD, IEI, SLVandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.34%. 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.