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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

A volatility‑aware ETF strategy. It first handles extremes, then rotates on a 2×2 grid: tech vs utilities and corporate bonds vs T‑bills. Portfolios range from leveraged equities to defensive mixes, aiming for high risk‑adjusted returns.
NutHow it works
It’s a rule-based “four-corner” rotation using liquid ETFs. First, it handles extremes: if big US tech (QQQ) is very jumpy, it moves to safety; if very oversold, it buys a quick bounce (leveraged tech + Treasuries); if very overbought, it holds hedges. Otherwise it uses two signals: who’s stronger—tech (QQQ) or utilities (VPU) using a 0–100 heat score (RSI); and is credit healthy—corporate bonds (CORP) beating T‑bills (BIL) over 60 days. The 4 states map to diversified mixes of stocks, bonds, T‑bills, and mild hedges. Metals were removed.
CheckmarkValue prop
Out-of-sample, this volatility-aware rotation delivers 26.6% annualized return vs 19% for the S&P, with Calmar 1.31 and ~4% alpha. Growth and defense across stocks/bonds aim for strong upside with disciplined risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.640.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
660.9%15.23%2.19%5.01%0.92
Backtest: Four Corners | No metals edition | SHARED
55,112.81%55.42%1.22%-4.18%2.04
Initial Investment
$10,000.00
Final Value
$5,521,280.63
Regulatory Fees
$18,483.02
Total Slippage
$120,829.88
Invest in this strategy
OOS Start Date
Apr 7, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical etf rotation, multi-asset, volatility-aware, risk-managed, momentum & mean-reversion, hedged, leveraged etfs
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 toVT, VPUandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.63%. 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, crypto, and options.