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Symphonies
(B) Split DE Shaw (30/11) since 2013 13 STD
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An ensemble that buys 3x Nasdaq/S&P on dips in uptrends, and shifts to cash, bonds, gold, dollar or VIX hedges after spikes or when risk rises. Blends trend, “hot/cold” (RSI), drawdown and volatility checks.
NutHow it works
It splits money across many small rules. Each checks: trend (price vs its recent average), a “hot/cold” meter of recent gains vs losses (RSI), very recent drops/pops, and turbulence (drawdown/vol). When prices look cold in an uptrend it buys 3x stock funds; after big pops or rising risk it parks in T‑Bills or rotates into hedges (Treasuries, gold, U.S. dollar) or VIX funds that tend to jump when stocks fall.
CheckmarkValue prop
Out-of-sample edge: 25.12% annualized return vs SPY’s 20.65%, 11.74% drawdown vs 18.76%, Sharpe 1.56 vs 1.23, and beta ~0.64. Higher risk-adjusted, downside-limited gains versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.330.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
411.79%13.95%-0.15%0.4%0.85
(B) Split DE Shaw (30/11) since 2013 13 STD
2,490.93%29.73%2.38%5.39%2.16
Initial Investment
$10,000.00
Final Value
$259,093.38
Regulatory Fees
$486.63
Total Slippage
$2,853.32
Invest in this strategy
OOS Start Date
Feb 5, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation,multi-strategy,leveraged etfs,volatility hedging,trend following,mean reversion,risk parity,macro momentum
Tickers in this symphonyThis symphony trades 55 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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond 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 toUPRO, TIP, IEF, XLV, SOXL, TMF, VTIP, UUP, DBC, HYG, SHY, LQD, SPY, TECL, BTAL, TQQQ, SHV, QLD, FAS, IEI, XLU, GLD, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.74%. 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.