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Symphonies
BE's 8th Opus l Double Dippy + Commodities l May 8th 2019
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, daily‑rebalanced timer that buys volatility when stocks are overheated, buys 3x stock ETFs on dips, and otherwise shifts among tech, health, utilities, gold, Treasuries, commodities, the US dollar, and managed futures using trend signals.
NutHow it works
Daily it splits money into 3 parts. It uses a price “speedometer” (RSI) and simple trend checks to switch. If fear spikes (VIX funds jump) it hides in T‑bills. If stock ETFs are red‑hot it buys UVXY (volatility). If they’re washed‑out it buys 3x stock funds: SPXL (S&P), TQQQ (Nasdaq), SOXL/SMH (semis). Otherwise it rotates among tech/health/utilities or defensive mixes (gold GLD, long Treasuries TMF/TMV, commodities PDBC, strong USD via USDU, managed futures DBMF) based on 6‑month trends. Calmer picks get bigger weights.
CheckmarkValue prop
Out-of-sample, this dynamic, volatility-aware strategy targets higher long-run growth (~26.8% vs SPY ~21%), with solid risk metrics (Calmar ~1.12, Sharpe ~1.16) and beta ~1.06. Diversified hedges aim for stronger compounding than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.710.350.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
168.87%16.16%2.19%5.01%0.85
BE's 8th Opus l Double Dippy + Commodities l May 8th 2019
3,022.94%68.4%2.34%13.57%2.28
Initial Investment
$10,000.00
Final Value
$312,293.97
Regulatory Fees
$1,306.51
Total Slippage
$7,750.06
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility timing, leveraged etfs, momentum, commodities, macro regime, risk-on/off, managed futures
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
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
SMH
VanEck Semiconductor 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 toCURE, TQQQ, PDBCandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.76%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.92%. 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.