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Symphonies
BE's 6th Opus l Pop + Hedges l Jun 2nd 2017
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical strategy that buys short‑term “pops” in S&P 500, Nasdaq, and semis, and rotates among tech, Treasuries, commodities, gold, and the US dollar based on recent leaders. Hedges with volatility and cash‑like Treasuries. Uses 3x ETFs; high risk.
NutHow it works
Daily, it runs three parts: a regime mixer, “pop” trades, and double‑filtered pops. If panic (volatility spikes), it moves to short‑term Treasuries. Otherwise it rotates among tech, Treasuries, commodities, gold, or the US dollar, tilting to the steadier choice. It uses RSI (a short‑term heat gauge) to buy deep dips and hedge overheated bursts, and a 200‑day average (trend) to choose bullish vs defensive baskets. Uses leveraged ETFs; risk is high.
CheckmarkValue prop
Diversified, volatility-hedged strategy aimed at higher long-run upside. OOS: ~24% annualized vs S&P ~21%, with lower beta (~0.77) and Calmar ~1.08—strong risk-adjusted potential. Note: higher drawdowns in sharp downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.470.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
221.98%14.32%0.54%-0.34%0.81
BE's 6th Opus l Pop + Hedges l Jun 2nd 2017
2,145.4%42.77%4.94%5.13%2.1
Initial Investment
$10,000.00
Final Value
$224,539.85
Regulatory Fees
$650.00
Total Slippage
$3,788.98
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, momentum, mean reversion, trend following, volatility hedged, daily rebalance
Tickers in this symphonyThis symphony trades 23 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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor 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, SOXL, CURE, SPXL, TQQQ, PDBCandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.44%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.35%. 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.