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Symphonies
(C) Min Volatility V5 | Anansi | (153/32% Max DD) Since 2022)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, daily strategy that shifts among leveraged stock funds, bond/safe-haven hedges, and volatility trades. It follows the trend, buys big dips, hedges when markets overheat, and cuts risk after sharp drops. Very aggressive and active.
NutHow it works
It flips between “risk-on” and “risk-off” using the S&P 500 vs its long-term average. A 0–100 “speedometer” (RSI) flags overheated (hedge) or washed-out (buy-the-dip) conditions. Big 1–5 day drops trigger fast de-risking to cash/hedges. Risk-on: TQQQ/UPRO/NAIL. Risk-off: SQQQ/SPXU, bonds (TMF/TLT), cash (BIL). A volatility sleeve flips SVIX (calm) vs UVIX/VIXY/VIXM (spikes). Hedges include BTAL, gold (GLD), and the US dollar (UUP). Rebalanced daily.
CheckmarkValue prop
Regime-switching, multi-sleeve strategy seeks upside in up markets with hedges and volatility bets. Out-of-sample: positive risk-adjusted return (Sharpe ~0.64, Calmar ~0.44) and 14.3% annualized return—offering a diversified path beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.770.490.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.84%14.97%1.75%5.97%0.89
(C) Min Volatility V5 | Anansi | (153/32% Max DD) Since 2022)
2,099.43%125.66%4.13%3.68%3.59
Initial Investment
$10,000.00
Final Value
$219,943.33
Regulatory Fees
$1,099.73
Total Slippage
$6,892.26
Invest in this strategy
OOS Start Date
Apr 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime switching, trend/momentum, mean reversion, volatility trading, leveraged etfs, hedged equity, tactical asset allocation, daily rebalance
Tickers in this symphonyThis symphony trades 68 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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 toUPRO, SVIX, UUP, ERX, SPXU, BTAL, TQQQ, TLTandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.76%. 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.