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Symphonies
Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A regime‑switching strategy. If volatility spikes, it parks in short‑term Treasuries. Otherwise it compares 6‑month trends across stocks, bonds, commodities, and the US dollar, then holds two leveraged plays sized by recent volatility.
NutHow it works
If a fear gauge (VIXM) shows extreme stress (RSI, a measure of how strongly prices have risen or fallen, >80), it moves to SHY. Otherwise it compares 6‑month gains of stocks, bonds, commodities, and the US dollar, then holds two among TQQQ, TMF, DBC, JNUG, USDU, or TMV, sized by 21‑day volatility. Rebalance on ~10% drift. TQQQ=3x Nasdaq; TMF=3x long Treasuries; TMV=3x short Treasuries; DBC=commodities; JNUG=2x gold miners; USDU=long USD; SHY=short‑term Treasuries.
CheckmarkValue prop
Diversified, regime-switching strategy designed to hedge SPY exposure. It pivots to SHY during spikes and uses cross-asset momentum to moderate risk, delivering diversification and more stable portfolio behavior.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.110.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
355.76%13.64%1.2%6.23%0.82
Adaptive Asset Allocation l BrianE Mod l - TECH, GOLD, BONDS, DBC, USDU
2,160.11%30.07%4.34%6.6%1.14
Initial Investment
$10,000.00
Final Value
$226,010.76
Regulatory Fees
$1,010.48
Total Slippage
$5,860.44
Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Adaptive asset allocation, momentum, multi-asset, leveraged etfs, volatility filter, risk parity
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toDBCandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 1.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.56%. 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.