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Symphonies
All In (Short Term Inverse Volatility Weighting of Diversified Asset Classes w/ Leverage)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A short-term, diversified mix of leveraged ETFs across tech, defense, utilities, international stocks, long-term Treasuries, gold, and bitcoin. 85% is sized by 2-day inverse volatility (calmer gets more). 15% sits in floating-rate Treasuries. High risk.
NutHow it works
- 15% stays in USFR (floating-rate U.S. Treasuries) as a stabilizer. - The other 85% is split among tech (TECL 3x), aerospace/defense (DFEN 3x), utilities (UTSL 3x), international stocks (VXUS), long-term U.S. Treasuries (TMF 3x), gold (UGL 2x), bitcoin (BITU 2x), and a fund mixing U.S. stocks with a trend-following futures sleeve (RSST). - Each day it looks at the last 2 days of “bounciness.” Calmer assets get more; jumpier get less. - Leverage magnifies moves; sizing aims to steady risk.
CheckmarkValue prop
Out-of-sample, this strategy offers superior risk-adjusted returns vs the S&P 500: Sharpe 2.88, Calmar 8.36, annualized ~87% vs ~28%, and max drawdown ~10.4% vs ~13.7%. Higher upside with smoother downside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.880.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
33.56%16.08%-1.77%0.2%0.98
All In (Short Term Inverse Volatility Weighting of Diversified Asset Classes w/ Leverage)
222.91%82.96%-0.37%20.72%2.6
Initial Investment
$10,000.00
Final Value
$32,291.02
Regulatory Fees
$125.08
Total Slippage
$749.65
Invest in this strategy
OOS Start Date
Mar 19, 2025
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged multi-asset, inverse-volatility, dynamic allocation, short-term, stocks/bonds/gold/bitcoin, trend-following overlay
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BITU
ProShares Ultra Bitcoin ETF
Stocks
DFEN
Direxion Daily Aerospace & Defense Bull 3X ETF
Stocks
RSST
Return Stacked U.S. Stocks & Managed Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
UGL
ProShares Ultra Gold
Stocks
USFR
WisdomTree Floating Rate Treasury Fund
Stocks
UTSL
Direxion Daily Utilities Bull 3X ETF
Stocks
VXUS
Vanguard Total International Stock 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 toDFEN, VXUS, TMF, USFR, TECL, UGL, BITU, RSSTandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 82.37%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.43%. 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.