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Symphonies
BTAL Vol Check 3.1a [CMP] (K-1 Free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Mostly sits in T-bills and only flips into 3x S&P 500 when conditions look friendly (low volatility, bonds firm, stress low) or on sharp dips/short-term trend turn-ups during risk-off periods; otherwise it parks in cash-like T-bills.
NutHow it works
Daily, rules-based. Baseline is T-bills (BIL). If the S&P 500 (SPY) is very “hot” by RSI (0–100 heat gauge; >80), stay in T-bills. If SPY’s vol is low, bonds (AGG) beat cash (BIL) over 60 days, and a stress gauge (BTAL) is calm, buy UPRO (3x S&P 500). In risk-off tape (SHY stronger than SPY by RSI), buy UPRO only on deep dips (RSI<30) or if 10d > 21d MA; else T-bills.
CheckmarkValue prop
Disciplined, cash-first, rules-based strategy that times leveraged S&P exposure with clear risk gates. Diversifies with transparent risk controls and shows positive out-of-sample risk-adjusted results (Calmar ~0.35) at ~15.7% annualized vs SPY ~19.1%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.281.310.440.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
686.3%15.37%-1.77%0.2%0.94
BTAL Vol Check 3.1a [CMP] (K-1 Free)
49,734.34%53.84%-3.57%-3.53%1.46
Initial Investment
$10,000.00
Final Value
$4,983,434.40
Regulatory Fees
$11,982.66
Total Slippage
$79,515.52
Invest in this strategy
OOS Start Date
Apr 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rules-based, volatility filter, momentum, mean reversion, us equities, treasuries, leveraged etfs, daily rebalance
Tickers in this symphonyThis symphony trades 6 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UPRO
ProShares UltraPro S&P 500
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.

"BTAL Vol Check 3.1a [CMP] (K-1 Free)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BTAL Vol Check 3.1a [CMP] (K-1 Free)" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BTAL Vol Check 3.1a [CMP] (K-1 Free)" has returned 10.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BTAL Vol Check 3.1a [CMP] (K-1 Free)" is 44.96%. 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 "BTAL Vol Check 3.1a [CMP] (K-1 Free)", 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.