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Symphonies
(B) The Power of Correlation - Sandy's Dragon | BT: 1/4/16 AR 58.3% MDD 9.5%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily mix of tech‑led leveraged equity when trends are strong, and Treasuries, gold, dollar, market‑neutral and VIX hedges when risk rises; combines low‑correlated pieces and rate/volatility signals to pursue upside with shallow drawdowns.
NutHow it works
Each day it asks: 1) Are stocks trending up and calm? If yes, own fast‑rising, tech‑heavy funds (often 3x versions like TQQQ/UPRO/TECL/SOXL). 2) What are interest rates doing? If long Treasuries trend up, own 3x bonds (TMF); if overstretched or rising rates, flip defensive (USD, value, market‑neutral) or short bonds (TMV). 3) Are markets overheated or washed‑out? On extremes, add VIX hedges (UVXY) or buy dips in TQQQ. 4) Blend sleeves using inverse‑vol weights to smooth the ride.
CheckmarkValue prop
Out-of-sample annualized return ~30.6% vs S&P ~28%; Calmar ~4.87 and Sharpe ~2.24. Beta ~0.87—lower market sensitivity. Dynamic leverage plus hedges (bonds, gold, USD, VIX, futures) aim for higher upside with disciplined drawdown control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.420.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
71.66%14.43%-0.15%0.4%0.85
(B) The Power of Correlation - Sandy's Dragon | BT: 1/4/16 AR 58.3% MDD 9.5%
591.55%62.01%1.98%-0.11%2.97
Initial Investment
$10,000.00
Final Value
$69,154.77
Regulatory Fees
$229.97
Total Slippage
$1,395.25
Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset,tactical allocation,trend-following,regime switching,risk parity,volatility hedging,leveraged etfs,managed futures
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BNDX
Vanguard Total International Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
Stocks
BWZ
SPDR Bloomberg Short Term International Treasury Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking 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 toUPRO, VGLT, SOXL, TMF, UUP, DBMF, DBC, SHY, SPXL, TECL, BTAL, TQQQ, QLD, FAS, IEI, EDV, GLD, VGIT, SCHD, BILandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.10%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.28%. 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.