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Symphonies
(B) [Minimum Variance] The Golden Ratio FTLT ratios | Mike G (71/18) Since 2011) 23 STD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, gold-heavy tactical mix that flips each sleeve between leveraged long/short funds for gold, tech/Nasdaq, Treasuries, emerging markets, and REITs using moving averages and RSI “heat” readings. Aggressive and fast-moving.
NutHow it works
Split into 5 buckets (~54% gold, ~20% bonds/tech, ~12% emerging markets, ~9% real estate, ~5% Nasdaq). Uses funds tied to those areas (plus a VIX hedge). Each day it checks trend lines (moving averages) and “heat” scores (RSI: 0-100; high=overheated, low=oversold) and flips each bucket into a leveraged bull or bear fund. Very aggressive.
CheckmarkValue prop
Out-of-sample strategy beats the S&P on risk-adjusted return: Sharpe 1.88 vs 1.40; annualized return 68.4% vs 29.4%; Calmar 3.78; beta 0.48; 304 days. Note higher drawdown (18.1% vs 13.7%) for bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.460.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
693.37%15.63%2.19%5.01%0.95
(B) [Minimum Variance] The Golden Ratio FTLT ratios | Mike G (71/18) Since 2011) 23 STD
229,466.45%72.08%8.35%17.14%2.45
Initial Investment
$10,000.00
Final Value
$22,956,644.92
Regulatory Fees
$32,641.95
Total Slippage
$209,394.33
Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, trend-following, mean-reversion, gold-heavy, tech/nasdaq, treasuries, emerging markets, reits, vix hedge, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IVV
iShares Core S&P 500 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 toDRN, UGL, TQQQ, EDZandIVV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 68.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.11%. 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, crypto, and options.