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Symphonies
C-DTMS (Longer Backtest Mod) - 24May2019
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, rules‑driven strategy that tries to ride tech uptrends and sidestep trouble. It flips among 3× tech, volatility hedges, Treasuries, dividend stocks, the U.S. dollar, and commodity trend funds using simple “hot/cold” and trend checks.
NutHow it works
It’s a fast, rules‑based portfolio. It checks: is tech leading, are prices stretched up/down (RSI = a “hot/cold” gauge of recent moves), is volatility spiking, and are bonds rising or falling. If risk‑on, it rides tech/semis via 3× funds (TECL/SOXL). If overheated, it hedges (TECS/UVXY). If risk‑off, it rotates to dividend stocks (SPHD), Treasuries (VGLT/VGIT/TMF), the U.S. dollar (UUP), or commodity trend funds (DBC/GLD/DBMF). It’s very aggressive.
CheckmarkValue prop
Out-of-sample: ~53% annualized return vs ~21% for the S&P; Sharpe ~1.58 vs 1.34; Calmar ~2.43. Tech‑driven, regime‑based rotations with hedges aim for higher upside and disciplined risk; expect higher drawdowns in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.521.180.470.69
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
188.13%16.07%0.09%13.88%0.85
C-DTMS (Longer Backtest Mod) - 24May2019
10,961.34%93.97%10.02%37.75%2.13
Initial Investment
$10,000.00
Final Value
$1,106,134.23
Regulatory Fees
$1,724.40
Total Slippage
$13,618.15
Invest in this strategy
OOS Start Date
Feb 13, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, sector rotation, trend-following, mean reversion, volatility hedging, bonds, commodities, managed futures
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 toVGLT, KOLD, PHDG, CCOR, DBMF, COM, TECL, UGL, SPHD, SH, BOIL, VGITandFAAR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 52.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.80%. 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.