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Symphonies
An Experiment in Straight Lines
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based, multi‑asset portfolio that shifts among stocks, bonds, commodities and volatility hedges. It rides trends when they look healthy, parks in T‑bills when not, and adds protection when markets overheat or sell off.
NutHow it works
Each day it checks simple “trend” and “overheat/cold” gauges (how fast a price has just moved and where it sits vs its long‑term average). If healthy: lean into stocks (esp. tech/QQQ), energy (XLE/oil), and other leaders. If overheated or falling: cut to T‑bills (BIL/SHV), add hedges (VIX funds VIXY/UVXY, BTAL, EUM), or brief shorts (PSQ, SOXS); sometimes buy big tech dips. Separate rules also trade bonds (TLT/TMF/TMV), oil/gas (DBO, FCG, BOIL/KOLD), gold (GLD/IAU), and the dollar (UUP).
CheckmarkValue prop
Smarter downside protection with steady upside: out-of-sample drawdown 7.2% vs 18.8% for SPY; Calmar ~1.40; out-of-sample return ~10.1% vs 17.5% for SPY; lower beta (~0.43) and diversified hedges mean steadier growth with less risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.170.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
530.26%14.89%0.54%-0.34%0.91
An Experiment in Straight Lines
5,415.04%35.29%1.46%3.91%3.44
Initial Investment
$10,000.00
Final Value
$551,504.00
Regulatory Fees
$1,665.38
Total Slippage
$10,237.67
Invest in this strategy
OOS Start Date
Oct 9, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical allocation, trend-following, momentum, mean reversion, volatility hedging, sector rotation, commodities, bonds, long/short
Tickers in this symphonyThis symphony trades 84 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AIA
iShares Asia 50 ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
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.

"An Experiment in Straight Lines" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"An Experiment in Straight Lines" is currently allocated toXME, FCG, IEF, PGR, KOLD, EEM, TMF, XOP, DBA, QQQ, COKE, NVO, UUP, DBC, GE, SHY, SPY, DBO, BTAL, LLY, SHV, XLE, GLD, TLT, BIL, COST, XLPandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "An Experiment in Straight Lines" has returned 11.54%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "An Experiment in Straight Lines" is 7.23%. 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 "An Experiment in Straight Lines", 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.