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Symphonies
Brian's Tweak (set dates April 1 2010 - Jan 3 2020)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A bearish, tactical plan: sit in T‑Bills when the S&P 500’s long trend is healthy; when it weakens, hunt short bounces with 3x stock ETFs or build hedges with the US dollar, gold, and commodities, guided by simple “oversold” and interest‑rate signals.
NutHow it works
1) If the S&P 500 (SPY) is above its 200‑day average (a long‑trend line), sit in T‑Bills (BIL). 2) If it’s below, try quick “wash‑out” bounces using a heat gauge called RSI (0–100; low = oversold) in 3x stock funds (TQQQ = Nasdaq, SPXL = S&P) or their 3x shorts (SQQQ, SPXU). 3) If no bounce setup, hedge based on rates: if bonds lag cash, favor the US dollar (UUP) plus short tech or short bonds (TMV); else hold gold (GLD) and a calmer mix of commodities (DBC/USO/UNG/XME/XLU).
CheckmarkValue prop
Regime-based strategy trims equity exposure in strong markets and targets oversold bounces with 3x ETFs plus USD/gold hedges. Diversifies risk; offers positive OOS Sharpe (~0.59) even as OOS return trails SPY (15.5% vs 22.5%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.30.820.150.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
722.11%14.01%6.16%5.09%0.85
Brian's Tweak (set dates April 1 2010 - Jan 3 2020)
29,046.93%42.35%20.61%21.27%1.14
Initial Investment
$10,000.00
Final Value
$2,914,692.71
Regulatory Fees
$5,651.07
Total Slippage
$34,507.90
Invest in this strategy
OOS Start Date
Oct 7, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical bearish, mean reversion, trend filter, leveraged etfs, inverse etfs, hedged, rates regime, commodities, gold, us dollar
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 40.25%. 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.