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Symphonies
Auto Composer Ensemble 1 (Maybe Overfit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A complex, rule-based ETF portfolio that rotates among momentum and risk signals across assets, including leveraged/futures ETFs, with ensemble filtering to pick a small top set.
NutHow it works
A multi-portfolio rule engine selects ETFs based on simple, windowed signals (past performance, momentum, volatility, and RSI). Each group has its own set of rules for including assets and how much to weight them. It mixes leveraged ETFs (eg, TQQQ, 3x funds) with hedges (GLD, BIL, BITO) and uses a benchmark-like check against XLP in some branches. Leaves feed into groups that assign weights; at the end, an ensemble ranking (max drawdown) picks the top five to hold.
CheckmarkValue prop
Out-of-sample, this rule-based ETF strategy offers solid risk-adjusted upside (Calmar ~0.89, Sharpe ~0.85) with ~15.7% annualized return and diversified momentum/hedge exposure—growth with disciplined drawdown control vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.660.630.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.04%11.84%-1.77%0.2%0.72
Auto Composer Ensemble 1 (Maybe Overfit)
1,812.52%105.71%0.81%17.72%3.53
Initial Investment
$10,000.00
Final Value
$191,251.96
Regulatory Fees
$363.26
Total Slippage
$2,187.29
Invest in this strategy
OOS Start Date
May 16, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, rule-based, quantitative, momentum, risk-management, leveraged-futures, etf-selection
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DFEN
Direxion Daily Aerospace & Defense Bull 3X ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DUSL
Direxion Daily Industrials Bull 3X 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 toPGR, NUGT, TQQQ, STRL, LLY, TMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.72%. 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.