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Symphonies
(B) Michael B Meets Dalio w/ Pop Bots 2.1.0 (85/14%MDD) Since 2019 (SPY parity, with pops to upside)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio that follows the S&P 500. In calm uptrends it buys quick dips with 3x index funds to capture “pops.” When trends weaken or volatility rises, it shifts to bonds, gold, USD, cash‑like T‑bills, and hedges. SPY‑like path with bigger upside bursts—and higher risk.
NutHow it works
It watches the market trend and “heat” daily. If the S&P 500/Nasdaq are rising and calm, it buys brief dips using small, fast trades in 3x index funds (the Pop Bots). If things look overheated or trends weaken, it shifts to safer choices: Treasuries (or their 3x long/short versions), gold, the US dollar, short-term T‑bills, managed futures, or even index shorts. It also rotates into the strongest sectors and commodities. RSI here is just a heat gauge of recent gains/losses: high = overheated, low = washed out. Main ETFs it uses: SPY/QQQ (US stocks), UPRO/SPXL/TQQQ/SOXL (3x versions), UVXY (volatility spike hedge), TMF/TMV (3x long/short long‑term Treasuries), DBC/PDBC/DBA/DBB/DBO (commodities), GLD (gold), UUP/USDU (US dollar), DBMF (managed futures), SHY/SHV/BSV/BIL (cash‑like).
CheckmarkValue prop
Higher upside with disciplined risk: OOS return 32.6% vs SPY 22.7%, Calmar 1.23. Adaptive hedges and trend-following discipline aim for SPY-like paths but with bigger gains; OOS drawdown may reach ~26.5% vs SPY ~18.8%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.510.690.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
146.08%14.23%-4.19%-3.74%0.77
(B) Michael B Meets Dalio w/ Pop Bots 2.1.0 (85/14%MDD) Since 2019 (SPY parity, with pops to upside)
4,792.34%77.65%10.9%18.88%2.07
Initial Investment
$10,000.00
Final Value
$489,234.24
Regulatory Fees
$1,327.82
Total Slippage
$8,057.29
Invest in this strategy
OOS Start Date
Feb 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend-following, momentum, multi-asset, leveraged etfs, sector rotation, volatility hedge, risk-managed
Tickers in this symphonyThis symphony trades 84 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CCOR
Core Alternative Capital
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBB
Invesco DB Base Metals Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBE
Invesco DB Energy Fund
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 toBSV, USDU, TMF, DBA, CCOR, FNDX, VDE, QCLN, DBMF, DBC, SHY, SPY, COM, DBO, DBE, SHV, VLUE, FTLS, VAW, XLU, GLD, PDBC, TMV, SCHD, RWL, FAARandVTV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.55%. 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.