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Symphonies
BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based blend that buys dips and rides trends in S&P/Nasdaq/semis with leveraged ETFs, but shifts to Treasuries, cash, USD or market‑neutral when volatility spikes or bond signals turn defensive. Positions are sized by recent risk.
NutHow it works
Daily rules flip between offense and defense. First, if market fear (UVXY) is spiking, it parks in short‑term Treasuries (SHY). If stocks (SPY) look healthy, it runs three dip/pop bots in the S&P (SPXL), Nasdaq (TQQQ) and semis (SOXL): buy after sharp dips (RSI<30; RSI is a 0–100 hot/cold gauge), hedge if overheated (RSI>80), otherwise pick growth (SPXL/TQQQ/CURE) or defense (BIL, TMF/TMV, USDU, USMV, BTAL) based on stock‑vs‑bond strength. If stocks are weak, it follows Treasury trends (TLT). Positions favor calmer funds.
CheckmarkValue prop
Out-of-sample proof: Sharpe 1.72 vs SPY 1.32; annualized return ~28.3% vs 21.1%; max drawdown ~10% vs ~19%; beta ~0.50; Calmar ~2.83. Higher risk-adjusted growth with lower downside and weaker market beta.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.420.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
223.79%14.4%-0.15%0.4%0.81
BE's 2nd Opus l HnL + Commodities l Jun 2nd 2017
2,667.77%46.26%2.38%0.99%2.29
Initial Investment
$10,000.00
Final Value
$276,777.25
Regulatory Fees
$951.90
Total Slippage
$5,881.19
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, momentum (rsi), leveraged etfs, volatility hedging, bonds, sectors, daily rebalance
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
MOAT
VanEck Morningstar Wide Moat ETF
Stocks
PHDG
Invesco S&P 500 Downside Hedged ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 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 toUPRO, IEF, USDU, TMF, PHDG, CURE, SPXL, TQQQandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.99%. 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.