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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 strategy: ride strong equity trends with leveraged, tech‑heavy funds; flip into Treasuries, gold, dollar, staples or short/vol hedges when trends cool or rates rise. Positions are sized by volatility to seek growth with capped drawdowns.
NutHow it works
Daily it checks: stock trend (SPY vs 200‑day average; an average = typical price), bond trend (TLT up/down), and “heat” (RSI = hot/cold meter). If stocks are strong it buys leveraged U.S. growth (TQQQ=3x Nasdaq; UPRO/SPXL=3x S&P; TECL/SOXL=3x tech/semis). If weak or rates rise it rotates to defense (GLD gold, UUP dollar, XLP staples, BTAL/DBMF) or hedges/shorts (UVXY/VXX, SQQQ). If rates fall it holds TMF (3x Treasuries); if rising, TMV. Position sizes shrink when volatility is high.
CheckmarkValue prop
Out-of-sample edge: ~30.6% annual return vs ~28% S&P; Calmar ~4.87; Sharpe ~2.24; beta ~0.87. Diversified, regime-driven growth leveraging uptrends with rate-shock hedges for resilient, higher risk-adjusted gains.
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
68.07%13.7%-1.77%0.2%0.82
(B) The Power of Correlation - Sandy's Dragon | BT: 1/4/16 AR 58.3% MDD 9.5%
577.39%60.5%-0.12%0.09%2.92
Initial Investment
$10,000.00
Final Value
$67,738.59
Regulatory Fees
$233.10
Total Slippage
$1,414.83
Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, tactical rotation, trend following, momentum, leveraged etfs, volatility hedging, macro regime, risk parity, diversification
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 ETF
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 toUSDU, DGRO, TMF, UUP, DBC, SHY, SPY, BTAL, TBT, TQQQ, SH, IEI, EDV, GLD, TLT, SCHD, BIL, SQQQ, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.96%. 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.