Skip to Content
Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free - Longer Backtest
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical blend that tries to ride uptrends, buy dips, and fade short‑term “pops” in tech/semis using 3x ETFs, shifting to T‑bills or Treasuries when risk rises. Very aggressive; expect big swings and frequent trades.
NutHow it works
Each day it blends 3 playbooks: (1) Ride stock trends with 3x S&P (UPRO) or 3x Nasdaq (TQQQ) and sometimes 3x Treasuries (TMF) when calm. (2) Buy sharp 5‑day drops; if a 1‑day rebound is huge, wait in T‑bills (BIL). (3) A short‑term “pop” module: fade overheated tech/semis (use SOXS), buy oversold (TECL/SOXL), else BIL. It uses simple gauges—RSI (0–100 “hot/cold”), volatility, and drawdowns—to flip risk on/off.
CheckmarkValue prop
Out-of-sample edge: ~70% annualized return, Sharpe ~1.63, Calmar ~1.68 vs the S&P. Dynamic risk controls seek higher upside with leverage, but expect bigger swings and drawdowns in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.671.250.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
522%14.34%1.36%5.73%0.88
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free - Longer Backtest
4,351,133.37%118.78%2.44%17.56%2.25
Initial Investment
$10,000.00
Final Value
$435,123,337.39
Regulatory Fees
$1,040,631.00
Total Slippage
$7,431,882.41
Invest in this strategy
OOS Start Date
May 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, trend following, mean reversion, risk-on/risk-off, volatility targeting, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 70.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.07%. 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.