Skip to Content
Symphonies
Bond blend, else top 2 sectors (Low Risk)
Today’s Change
—

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

About

Rule-based, bond‑first strategy: when stocks look “too hot,” it shifts to Treasuries and a volatility hedge; otherwise it trades two high‑movement sectors, flipping long/short using a simple overheated check on anchor stocks. Uses leveraged ETFs; high risk.
NutHow it works
If the S&P 500 looks overheated (RSI>70; RSI = a 0–100 “hot/cold” meter), it goes defensive: ~50% into a rules‑driven bond engine (TMF/TMV=3x up/down 20+yr Treasuries, TLT, IEF, SHV/SHY cash‑like, BND), ~30% into the 2 most active Treasury ETFs (35‑day vol), and 20% into UVXY (VIX futures). Otherwise it buys the 2 most active stock sectors, going 2x long unless an anchor stock (e.g., AAPL, XOM, UNH) is overheated—then it uses the 2x inverse. Trend filters refine entries.
CheckmarkValue prop
Out-of-sample: ~36.1% annualized return vs ~23.2% S&P, Calmar ~1.18, with a bond-first hedge that shines when stocks surge. Higher upside with active risk control - though max drawdown ~30.5% and added complexity.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.182.070.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
Bond blend, else top 2 sectors (Low Risk)
30,594.95%49.92%-12.49%4.03%1.11
Initial Investment
$10,000.00
Final Value
$3,069,494.58
Regulatory Fees
$8,585.37
Total Slippage
$53,321.81
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum/trend, bonds first, sector rotation, leveraged etfs, volatility hedge
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 toROM, USDandBIB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.49%. 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.