Skip to Content
Symphonies
Adaptive All Weather 1.3a Pop Bots l BrianE Mod l Oct 10th 2016
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based “all‑weather” mix (stocks/bonds/commodities) that buys stock pullbacks, hedges overheated markets with UVXY, tilts bonds based on rates (long vs inverse/USD), and rotates into strong commodities. Daily, active, and high risk.
NutHow it works
Daily it shifts among three sleeves: stocks (~30%), bonds (~55%), commodities (~15%). It uses short-term “heat” gauges (RSI: 0–100; low = washed out, high = overheated) and simple trends. Stocks: buys sharp pullbacks in S&P/Nasdaq/semis; if things get too hot it briefly holds UVXY (a crash hedge). If fear spikes, it parks in T‑bills; in downtrends it can add inverse funds. Bonds: long Treasuries when rates fall (sometimes 3x), USD or inverse‑Treasuries when rates rise. Commodities: rotates into recent winners (oil/gold/silver/broad). High turnover, high risk.
CheckmarkValue prop
Out-of-sample annualized return: 37.6% vs 23.3% for the S&P; Calmar 1.31. An adaptive all-weather strategy with UVXY hedging and daily rebalancing offers higher upside and diversification versus the S&P, though drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.720.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
267.12%14.86%0.54%-0.34%0.85
Adaptive All Weather 1.3a Pop Bots l BrianE Mod l Oct 10th 2016
20,454.06%76.34%1.19%1.06%2.03
Initial Investment
$10,000.00
Final Value
$2,055,405.96
Regulatory Fees
$6,857.65
Total Slippage
$42,065.23
Invest in this strategy
OOS Start Date
Nov 3, 2022
Trading Setting
Daily
Type
Stocks
Category
All-weather, tactical rotation, leveraged etfs, volatility hedge (uvxy), bonds/usd/commodities rotation, daily rebalance, mean‑reversion + trend
Tickers in this symphonyThis symphony trades 43 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
GLTR
abrdn Physical Precious Metals Basket Shares ETF
Stocks
GUSH
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X Shares
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 toUPRO, VGLT, SOXL, USO, DBC, OILK, COMT, TECL, FAS, GLD, PDBC, VGITandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.95%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.67%. 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.