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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

A daily, rules-based switch between 3x S&P 500 (UPRO) and T‑Bills (BIL) using stock momentum, volatility, bonds‑vs‑cash, and a BTAL “risk‑appetite” check. It takes risk only when conditions align; otherwise it parks in cash.
NutHow it works
Daily it switches between UPRO (3x S&P 500) and BIL (T‑Bills). If the S&P 500 looks extremely hot (RSI>80), it parks in BIL. Otherwise, it buys UPRO only when several things line up: calm stock volatility, bonds (AGG) beating cash (BIL), a calm “risk‑appetite” gauge (BTAL), or—if volatility is higher—when stocks look washed‑out (RSI<30) or a 10>21 day trend turns up vs SHY. Else it stays in BIL.
CheckmarkValue prop
A rules-based, regime-aware strategy that parks in cash when markets look extreme and only deploys leveraged exposure when several signals align. Daily rebalancing, built-in risk checks, and a K-1 free structure offer diversification and tax simplicity beyond the S&P 500.
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
698.63%15.53%0.54%-0.34%0.94
BTAL Vol Check 3.1a [CMP] (K-1 Free)
50,963.63%54.24%-4.11%-4.39%1.47
Initial Investment
$10,000.00
Final Value
$5,106,363.26
Regulatory Fees
$11,836.64
Total Slippage
$78,519.37
Invest in this strategy
OOS Start Date
Apr 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged equity, momentum, volatility filter, trend following, bonds vs cash, risk management
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 toUPRO. 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 13.35%. 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.