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Symphonies
Backtest: Four Corners | OverSimplified 3x | SHARED
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, tech-focused strategy that uses market “who’s winning” tests (tech vs utilities, credit vs cash) and volatility guards to switch among 3x long tech, 2x long, cash-like T‑bills, or short tech—and occasionally a volatility hedge.
NutHow it works
It asks two big questions: Is tech (QQQ) leading utilities (VPU)? And are corporate bonds (CORP) beating T‑bills (BIL)? • If both yes, it usually buys 3x tech (TQQQ). • If mixed, it dials down to 2x (QLD) or goes short tech (PSQ). • If both no, it sits in cash (BIL) or shorts (PSQ). Fast checks handle volatility spikes and short-term extremes.
CheckmarkValue prop
Out-of-sample, this tech-led, rules-based strategy targets far higher upside than the S&P. It delivers ~54% annualized return with ~36% max drawdown, Sharpe ~1.12 and Calmar ~1.50—strong risk-adjusted growth for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.71.120.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
602.51%14%1.36%5.73%0.85
Backtest: Four Corners | OverSimplified 3x | SHARED
10,893,664.21%118.07%8.58%20.4%2.06
Initial Investment
$10,000.00
Final Value
$1,089,376,420.98
Regulatory Fees
$2,894,922.25
Total Slippage
$20,794,829.69
Invest in this strategy
OOS Start Date
Apr 8, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Leveraged tech momentum, regime switching, inverse hedge, volatility filter, credit vs cash, single-position
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 53.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.88%. 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.