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Symphonies
Black Panther's Vibranium Vault | BT 01-17-2017
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “buy the dip/sell the rip” strategy. It loads up on leveraged tech/semis in uptrends, and quickly shifts to volatility hedges, Treasuries, USD, gold, or cash‑like ETFs when markets overheat or break. Very aggressive and active.
NutHow it works
Think of a heat meter for stocks. When tech/semis look too hot (heat meter high), it buys crash insurance (volatility funds like UVXY) or hides in T‑Bills, the U.S. dollar, or gold. When they look washed‑out (heat meter low), it buys the dip in leveraged tech/semis. If fear (the VIX) is rising or the big trend weakens, it shifts defensive (bonds, cash‑like ETFs). It checks these signals every day and adjusts accordingly. Main exposures: tech, semiconductors, S&P 500; hedges via volatility, Treasuries, USD, and gold.
CheckmarkValue prop
Out-of-sample edge: ~36% annualized return vs ~17% S&P; ~0.97 Sharpe; Calmar ~1.18. An aggressive tech/semis rotation with hedges (volatility, Treasuries, USD, gold) delivering higher upside with disciplined risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.110.660.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
257.43%15.16%2.19%5.01%0.86
Black Panther's Vibranium Vault | BT 01-17-2017
3,006,652.63%213.51%3.23%7.06%3.1
Initial Investment
$10,000.00
Final Value
$300,675,263.29
Regulatory Fees
$769,264.05
Total Slippage
$5,474,617.17
Invest in this strategy
OOS Start Date
Oct 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, mean reversion, market timing, risk-on/risk-off
Tickers in this symphonyThis symphony trades 101 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
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGRO
iShares Core Dividend Growth ETF
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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 toQQQ, SHY, VDC, SPXL, TECL, TQQQ, EDZ, VHT, QLDandVIS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.54%. 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.