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Symphonies
(A) Serenity Output: Tangency Portfolio 17 (33/7% MDD) since 2012
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation that dials risk down when markets look overheated or stressed and up when trends are healthy. It uses T‑Bills, Treasuries, volatility funds, and selective shorts to curb losses, accepting underperformance versus SPY in strong bull runs.
NutHow it works
Every day it checks if stocks are “hot” or “calm” using two yardsticks: how fast prices rose lately (RSI) and whether price is above its average (moving averages). When hot or stress rises, it cuts stock exposure and adds hedges (cash‑like T‑Bills, Treasuries, volatility funds, sometimes shorts). When trends are healthy, it owns broad stocks (esp. tech), energy and commodities. Expect smaller slumps, but lag in big rallies.
CheckmarkValue prop
Capital-protecting, rules-based strategy. Out-of-sample drawdown ~7.1% vs SPY ~18.8%, Calmar ~0.78, Sharpe ~0.62 (SPY ~0.96). Expect smoother losses with disciplined upside participation in uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.260.130.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
581.01%14.49%-1.77%0.2%0.9
(A) Serenity Output: Tangency Portfolio 17 (33/7% MDD) since 2012
4,767.16%31.52%3.83%5.37%3.02
Initial Investment
$10,000.00
Final Value
$486,716.06
Regulatory Fees
$1,441.18
Total Slippage
$8,493.98
Invest in this strategy
OOS Start Date
Oct 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Risk-managed, tactical asset allocation, volatility-hedged, multi-asset, trend-following, defensive
Tickers in this symphonyThis symphony trades 61 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
EDV
Vanguard World Funds Extended Duration 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 toFCG, IEF, KOLD, QQQ, XMPT, UUP, DBC, SHY, SPY, DBO, SHV, XLE, SH, EDV, GLD, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 7.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.10%. 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.