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Symphonies
C25.1 APM Version of Hedged Sector using BIL Rotator
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 60/40 tactical mix: 60% rotates into the best U.S. sector (sometimes via 2–3x ETFs) or parks in T‑Bills when frothy. 40% runs hedges in Treasuries, volatility ETFs, shorts, or cash using simple “temperature” (RSI) and trend checks. Daily rebalance.
NutHow it works
RSI = a short‑term “temperature” of price: >80 too hot, <30 washed‑out. 60%: Rotates into one U.S. sector via SPDR funds (e.g., XLK=Tech, XLF=Financials). If too hot it parks in T‑Bills (BIL). If washed‑out but turning up, it buys that sector—often its 2–3x version (TECL/FAS). Otherwise it picks the strongest‑trending sector. 40%: Dynamic hedge that flips among long/short Treasuries (TMF/TMV/TLT/BND), volatility ETFs (VIXY/UVXY; SVXY when fear falls), or short/cash (SHV, SH, PSQ). Rebalanced daily.
CheckmarkValue prop
Out-of-sample Sharpe 1.56 vs 1.20, Calmar 2.55, and 48.6% annualized return vs 21.6% for SPY. Sector-rotation with dynamic hedges delivers higher risk-adjusted performance and proactive risk control versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.511.230.560.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
141.87%14.91%-1.77%0.2%0.79
C25.1 APM Version of Hedged Sector using BIL Rotator
6,176.11%91.77%0.41%12.26%2.12
Initial Investment
$10,000.00
Final Value
$627,610.52
Regulatory Fees
$2,869.56
Total Slippage
$18,032.22
Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation, tactical hedged allocation, momentum/rsi, treasuries & vix hedges, leveraged etfs, daily rebalanced
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DUSL
Direxion Daily Industrials Bull 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
LTL
ProShares Ultra Communication Services
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 toERX, TECL, BTAL, SHV, SH, BNDandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.03%. 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.