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Symphonies
Backtest: Four Corners
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A four‑corners, rules‑based mix that rotates between offense (leveraged Nasdaq/S&P, EM) and defense (utilities, Treasuries, gold, anti‑beta) using growth vs utilities and credit vs cash signals, with quick overrides for volatility, oversold, and overbought.
NutHow it works
Two yes/no checks pick 1 of 4 playbooks: Is big US tech (QQQ) stronger than Utilities (VPU)? Are investment‑grade corporate bonds (CORP) beating cash‑like T‑bills (BIL)? A simple strength score (RSI = recent buying vs selling) drives this. Quick overrides: high vol → safety; oversold → short bounce with liquid tech; overbought → hedge with Treasuries/volatility.
CheckmarkValue prop
Higher upside with stronger risk controls: out-of-sample annualized return 22.15% vs the S&P 19.03%, lower max drawdown (17.86% vs 18.76%), and Calmar ~1.24—delivered via regime-switching and volatility overlays that adapt to market conditions.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.610.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
530.39%14.39%2.19%5.01%0.89
Backtest: Four Corners
47,261.29%56.83%1.62%-4.43%2.23
Initial Investment
$10,000.00
Final Value
$4,736,129.21
Regulatory Fees
$17,322.84
Total Slippage
$112,341.61
Invest in this strategy
OOS Start Date
Apr 6, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, regime switching, momentum/rsi, volatility overlays, defensive hedges, leveraged/inverse etfs, bonds, gold, utilities
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GDX
VanEck Gold Miners ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LTPZ
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund
Stocks
PICK
iShares MSCI Global Metals & Mining Producers ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Backtest: Four Corners" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Backtest: Four Corners" is currently allocated toVT, VPUandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Backtest: Four Corners" has returned 22.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Backtest: Four Corners" is 17.86%. 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 "Backtest: Four Corners", 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.