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Symphonies
Auto Composer Strat 1 & Risk-on/off Switch & Levered
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “risk‑on/off” rotation. Own QQQ when its long‑term trend is up; otherwise use volatility‑and‑gold cues plus momentum to switch among GLD, BTAL, KMLM, cash, or, in high‑conviction cases, TQQQ/SQQQ.
NutHow it works
It’s a daily “risk‑on/off” switch. If QQQ (big Nasdaq‑100) is above its 175‑day average, it owns QQQ (sometimes TQQQ, a 3× long version). If not, it reads fear (VIXM, a volatility gauge) vs gold (GLD) and recent winners to rotate among defense: KMLM (managed‑futures trend), BTAL (market‑neutral low‑ vs high‑risk stocks), GLD, or cash (BIL). If things worsen, it can use SQQQ (−3×). Signals: trend (moving average), recent returns, and RSI (a short‑term “heat” meter).
CheckmarkValue prop
Out-of-sample: ~36.7% annualized return, Calmar 3.51, Sharpe ~1.92. Stronger risk‑adjusted growth and diversification via daily risk-on/off rotation vs. the S&P, with controlled drawdown in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.750.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
110.94%14.75%1.36%13.5%0.9
Auto Composer Strat 1 & Risk-on/off Switch & Levered
682.73%46.13%4.92%24.28%1.71
Initial Investment
$10,000.00
Final Value
$78,273.41
Regulatory Fees
$74.74
Total Slippage
$605.51
Invest in this strategy
OOS Start Date
May 14, 2025
Trading Setting
Daily
Type
Stocks
Category
Risk-on/off, trend following, momentum, volatility regime, levered etfs, tactical rotation, nasdaq/tech, gold, managed futures, market neutral, t-bills
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VIXM
ProShares VIX Mid-Term Futures 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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.69%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 10.45%. 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.