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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

Rides rallies in Bitcoin, Big Tech, and small caps using short-term momentum, but flips into a volatility hedge when markets look overheated. If Bitcoin’s trend sours badly, it briefly shorts BTC; otherwise it stays with the fastest movers (often leveraged).
NutHow it works
Step 1: Is the market “too hot”? If several broad indexes/sectors show an unusually fast recent rise (very high short-term RSI), switch 100% into UVXY, a volatility hedge that can pop when markets wobble. Step 2: Otherwise, use Bitcoin’s trend. If BTC (via BITO) is trending up, buy the fastest movers from a list of crypto plays, Big Tech, and small‑cap/sector ETFs (equal weight). If BTC is weak and dropping fast, use BITI (inverse BTC).
CheckmarkValue prop
Stronger risk-adjusted edge vs the S&P 500: out-of-sample Sharpe ~1.24 vs ~1.00 and Calmar ~2.0, with upside from BTC/Big Tech momentum and a volatility hedge. Expect higher drawdowns, but potentially explosive trend gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.581.570.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.79%23.63%6.16%5.09%1.42
BTC/FAANGT Rally 3 MAs+ VIX Checks 7/18/2023
4,176.99%350.29%-26.5%-33.74%2.05
Initial Investment
$10,000.00
Final Value
$427,699.11
Regulatory Fees
$2,331.68
Total Slippage
$13,557.08
Invest in this strategy
OOS Start Date
Jul 20, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Momentum, tactical, crypto & big tech, volatility hedge, leveraged etfs, short-term trend
Tickers in this symphonyThis symphony trades 66 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AAPU
Direxion Shares ETF Trust Direxion Daily AAPL Bull 2X ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X ETF
Stocks
ANET
Arista Networks
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITQ
Bitwise Crypto Industry Innovators 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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 73.66%. 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, and options.