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Symphonies
BTC/FAANGT Rally 3 MAs+ VIX Checks 7/18/2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, momentum-driven mix: hedge with UVXY when markets look overheated; otherwise own top Bitcoin/Big Tech/small-cap leaders (often via 2–3x ETFs). If Bitcoin breaks down, use BITI (short BTC). Very high risk and volatility.
NutHow it works
1) Heat check: If the market looks “too hot” using RSI (a 0–100 heat gauge; ~80+ = frothy) on major indexes/sectors, move 100% to UVXY—a fund that jumps when fear/volatility spikes. 2) Otherwise, ride leaders in Bitcoin, Big Tech and small caps, often via leveraged funds (e.g., TQQQ=3x Nasdaq, TECL=3x Tech, UPRO=3x S&P, UWM=2x small caps). 3) If Bitcoin weakens sharply, switch to BITI (short Bitcoin). Picks are the recent top performers across very short/short/medium windows, equally weighted.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.38 vs SPY ~1.0, Calmar ~2.53, and OOS annualized return ~145% vs SPY ~18%. Captures crypto/tech momentum with volatility hedges—paired with higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.871.980.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.71%25.61%1.36%5.73%1.49
BTC/FAANGT Rally 3 MAs+ VIX Checks 7/18/2023
5,526.51%560.41%11.31%16.54%2.41
Initial Investment
$10,000.00
Final Value
$562,651.41
Regulatory Fees
$1,977.22
Total Slippage
$11,507.56
Invest in this strategy
OOS Start Date
Jul 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Crypto & big tech momentum, tactical vol hedge, rsi overbought filter, leveraged etfs
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 toLABU, BITX, MDBandCLSK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 145.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 57.49%. 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.