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Symphonies
BB Signal (Final) + Simple long term FTLT + v1.6 AAWP + Pure BS Catcher (Garen Phillips)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Active, rules-based rotation that rides 3x tech/semis in uptrends, hedges or flips short in selloffs, and pivots between long/short Treasuries and commodities/USD based on rate and inflation signals. Uses RSI (hot/cold) and trend filters.
NutHow it works
It’s a rule-driven switchboard that: (1) checks trend and fear (SPY vs trend; UVXY/VIX); (2) if calm/up, buys the strongest growth leaders (3x tech/Nasdaq/semis: TQQQ/TECL/SOXL, or UPRO/SPXL); (3) if hot/falling fast, hedges or flips to inverse ETFs (SQQQ/SOXS/TECS) or cash-like bonds (BIL/BSV); (4) trades bonds by rate trend (TMF when rates fall; TMV/TYO when they rise); (5) tilts to commodities/USD when inflation leads. RSI = a hot/cold meter.
CheckmarkValue prop
Regime-switching, rules-based strategy that captures big uptrends, hedges selloffs, and diversifies across stocks, bonds, commodities, and USD. Out-of-sample: ~17.6% annualized return with ~0.83 Sharpe, designed to complement SPY with risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.410.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
292.93%12.83%-3.61%-3.05%0.77
BB Signal (Final) + Simple long term FTLT + v1.6 AAWP + Pure BS Catcher (Garen Phillips)
15,116.33%55.8%-2.13%-3.1%2.29
Initial Investment
$10,000.00
Final Value
$1,521,632.52
Regulatory Fees
$4,277.29
Total Slippage
$26,239.14
Invest in this strategy
OOS Start Date
Apr 16, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, regime switching, leveraged etfs, volatility hedging, trend following, mean reversion, macro rotation, equities, bonds, commodities, us dollar
Tickers in this symphonyThis symphony trades 71 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
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGRO
iShares Core Dividend Growth ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
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, NOBL, BTAL, SHV, PDBC, TMV, SCHD, SQQQandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.25%. 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.