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Symphonies
(A) Sisyphus V0.1 (309,7.4,2022) - Avoid High Vol
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, volatility‑first strategy. When fear spikes, it moves to T‑Bills or hedges. When calm and trending, it rides strong sectors with 3x funds. If overheated or falling, it flips short or rotates to bonds, gold, or KMLM. Goal: avoid big drawdowns.
NutHow it works
Daily: is market fear high? It uses VIX funds (UVXY/VIXY/UVIX) and a 0–100 “stretched/not” score (RSI). If fear is high or jumping, it parks in T‑Bills (BIL/SHV) or hedges with volatility. If calm and trending up, it rides strong areas—often tech/semis—via 3x funds (TQQQ, TECL, SOXL). If overheated or weak, it pivots to inverse funds or to bonds (TMF), gold, or KMLM (managed futures).
CheckmarkValue prop
Out-of-sample edge: ~51.7% annualized return vs ~28.1% for the S&P; Sharpe ~2.62 vs ~2.37; drawdown ~5% vs ~5.1%; beta ~0.72. A volatility-aware, trend-following approach that grows in calm markets and hedges when fear spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.26-0.050-0.03
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.91%13.02%2.19%5.01%0.78
(A) Sisyphus V0.1 (309,7.4,2022) - Avoid High Vol
9,819.95%236.81%-0.97%5.96%4.81
Initial Investment
$10,000.00
Final Value
$991,995.08
Regulatory Fees
$2,196.69
Total Slippage
$13,663.90
Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Volatility-aware, tactical asset allocation, trend-following, leveraged etfs, managed futures, hedged
Tickers in this symphonyThis symphony trades 80 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
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 toBOND, SPXU, UGL, EDZ, SOXS, VIXY, SRTY, QID, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.94%. 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.