Skip to Content
Symphonies
BvBvB
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical mix that buys tech on dips, shorts it on spikes, and earns carry in calm markets via short‑vol ETFs, with a bonds‑vs‑tech check and a small constant S&P hedge.
NutHow it works
Rebalanced daily into 4 sleeves: 1) Shock tester: after big tech drops or high fear, it flips between buying or shorting fast tech using a simple overbought/oversold gauge (RSI) and recent choppiness. 2) If calm: if bonds look stronger than tech, buy tech; else hold a short‑vol mix (SVOL/SVXY) plus some short S&P (SPXS). 3) A dip/rip sleeve buys big dips and shorts big spikes. 4) A small constant S&P hedge (SH). Tickers: TQQQ/TECL=3x bull tech; SQQQ/TECS=3x bear tech; UVXY/VIXM rise with fear; SVIX/SVXY/SVOL rise when volatility is calm; SPXS/SH=short S&P; AGG/BND/TLT/IEF=bonds.
CheckmarkValue prop
Out-of-sample annualized return ~20.3% vs S&P ~19.1%; lower max drawdown ~15.9% vs ~18.8%; Calmar ~1.28; beta ~0.67; less market exposure. Higher risk-adjusted upside with tighter drawdown than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.30.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.32%12.42%-1.77%0.2%0.76
BvBvB
357.34%47.31%2.5%8.78%2.42
Initial Investment
$10,000.00
Final Value
$45,734.25
Regulatory Fees
$142.71
Total Slippage
$765.44
Invest in this strategy
OOS Start Date
Mar 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, leveraged/inverse etfs, vix/volatility, tech-heavy, momentum & mean reversion, bonds vs tech, daily rebalance
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVIX
-1x Short VIX Futures 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.

"BvBvB" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BvBvB" is currently allocated toSVOL, SPXS, SHandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BvBvB" has returned 21.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BvBvB" is 15.89%. 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 "BvBvB", 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.