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Symphonies
Bond blend, else top 2 sectors (Low Risk)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

When stocks look overheated, rotate into a bond‑heavy blend plus a small volatility hedge. Otherwise, ride the two most active sectors with 2x ETFs, flipping long or short based on simple “overheated vs not” signals.
NutHow it works
First, it checks if the S&P 500 looks “overheated” using a simple 0–100 speed/heat gauge (RSI). If overheated: put ~50% in a bond‑momentum mix (can be long, short, or T‑Bills), 30% in the two most active Treasury ETFs, and 20% in a volatility hedge (UVXY). Otherwise: pick the two stock sectors with the most movement and use 2x ETFs to go long if their bellwether stock isn’t overheated, or short if it is. Trend filters and safety checks reduce whipsaws.
CheckmarkValue prop
Out-of-sample upside: annualized return ~39.4% vs SPY ~22.6%, Calmar ~1.29. Bond hedge in heat and levered sector bets capture bigger gains with solid risk control vs the S&P, though drawdowns are larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.172.060.570.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Bond blend, else top 2 sectors (Low Risk)
26,372.89%47.39%-9.13%-13.12%1.08
Initial Investment
$10,000.00
Final Value
$2,647,289.34
Regulatory Fees
$9,078.08
Total Slippage
$56,357.61
Invest in this strategy
OOS Start Date
Jan 17, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, bonds, sector rotation, leveraged etfs, momentum & trend, volatility hedge
Tickers in this symphonyThis symphony trades 44 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIB
ProShares Ultra NASDAQ Biotechnology
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
DIG
ProShares Ultra Energy
Stocks
DUG
ProShares UltraShort Energy
Stocks
IEF
iShares 7-10 Year Treasury Bond 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 toROM, DIGandUSD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.97%. 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, and options.