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Symphonies
Backtest: Four Corners | No metals edition | SHARED
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based rotation that flips between growth and defense using two scorecards (tech vs utilities; corporates vs T‑bills), plus quick safety/bounce/hedge overrides. No metals; uses liquid ETFs; aims for steadier, higher risk‑adjusted returns.
NutHow it works
Core: a 2×2 switch using two signals: 1) Leader—growth (QQQ = big US tech) vs defensives (VPU = utilities). 2) Credit—healthy (CORP = corp bonds) vs risk‑off (BIL = T‑bills/cash). - Growth+Healthy: go aggressive (TQQQ/UPRO, EM, CORP). - Mixed: balanced (VT/VWO, long bonds, some cash). - Defensive+Risk‑off: go defensive (BTAL, utilities/cash, LTPZ or PSQ). Quick overrides: volatility spike → safety; QQQ oversold → bounce (TECL/SOXL+TLT); overheated → hedge (TMF/BTAL/VIXY). RSI = simple ‘hot/cold’ gauge.
CheckmarkValue prop
Out-of-sample return ~27.3% vs 19.1% for the S&P, with Calmar ~1.34 signaling stronger risk-adjusted gains; drawdown ~20.3% (slightly higher), offset by a rules-based rotation aimed at higher upside with built-in risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.650.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
653.72%15.01%-0.15%0.4%0.91
Backtest: Four Corners | No metals edition | SHARED
60,417.9%55.83%9.44%9.21%2.05
Initial Investment
$10,000.00
Final Value
$6,051,789.61
Regulatory Fees
$19,768.07
Total Slippage
$129,568.49
Invest in this strategy
OOS Start Date
Apr 7, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation,multi-asset rotation,relative strength,momentum,volatility overlay,defensive hedging,leveraged etfs,global equities,bonds,utilities,cash-like t-bills
Tickers in this symphonyThis symphony trades 20 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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LTPZ
PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toVCLT, VWO, VTandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.33%. 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.