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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

Rules-based, daily. Buys 3x tech/stock ETFs on dips and calm trends; shifts to cash/bonds or VIX/inverse ETFs when markets overheat or fear spikes. Uses RSI “heat” and 200‑day trends; KMLM as a tripwire. Very high risk and turnover.
NutHow it works
Daily, it checks if stocks are hot or cold using a speed/heat score (RSI: high = too hot, low = washed‑out) and simple trend filters (e.g., 200‑day). Calm or briefly weak? Buy dips with 3x tech/stock funds (TQQQ/TECL/SOXL). Frothy or fear rising (via VIX funds like UVXY/UVIX)? Shift to T‑Bills (BIL/SHV), bonds, or VIX/inverse 3x. KMLM (managed‑futures) is a tripwire: if it beats tech, go defensive.
CheckmarkValue prop
Dynamic, rules-based strategy that rides tech uptrends with 3x longs and hedges on heat/fear. Out-of-sample: ~47% annual return, Sharpe ~2.26, Calmar ~8.22—strong upside with disciplined risk vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.24-0.070-0.05
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
57.41%12.31%-0.15%0.4%0.75
(A) Sisyphus V0.1 (309,7.4,2022) - Avoid High Vol
10,561.32%230.21%1.92%6.97%4.7
Initial Investment
$10,000.00
Final Value
$1,066,132.23
Regulatory Fees
$2,416.26
Total Slippage
$15,079.74
Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility hedging, trend following, leveraged/inverse etfs, daily rebalancing
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, UGE, SPXU, UGL, EDC, QID, TLT, BIL, SQQQandFNGD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -53.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.37%. 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.