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Symphonies
CFS 3x [CMP mod 4] (K-1 Free) MH7v3 w/ XLU+KIE selector + Not Boring mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “risk on/risk off” strategy. It uses utilities/insurance as stress gauges, volatility and drawdown tripwires to switch between a balanced 3× ETF basket (UPRO, TQQQ, FAS, TMF) and a defensive mix of gold/commodities, T‑bills/loans, and USD/FRNs.
NutHow it works
Daily steps: - Check utilities (XLU) and insurance (KIE). If these “defensive” sectors look overheated, go defensive (gold/commodities, T‑bills/loans, USD/floating‑rate Treasuries). - Else, gauge market choppiness from recent S&P 500 swings. - If calm and no fresh 10‑day drops, hold a balanced mix of 3× funds: UPRO (S&P 500), TQQQ (Nasdaq 100), FAS (financials), TMF (long Treasuries). Weights favor the steadier ones. - If markets just fell hard, use a dip‑buyer that toggles between QQQ and TMF, or fall back to the defensive mix. - Rebalances daily.
CheckmarkValue prop
Out-of-sample tested, daily risk-on/off strategy that shifts to defensive sleeves in stress and uses 3× ETFs when calm. It aims for better downside protection, steadier risk, and potentially higher risk-adjusted returns than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.360.890.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
290.39%13.27%-0.15%0.4%0.79
CFS 3x [CMP mod 4] (K-1 Free) MH7v3 w/ XLU+KIE selector + Not Boring mod
14,861.28%58.1%5.58%4.84%1.95
Initial Investment
$10,000.00
Final Value
$1,496,127.67
Regulatory Fees
$4,429.10
Total Slippage
$26,950.92
Invest in this strategy
OOS Start Date
Mar 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, leveraged etfs, risk-parity, volatility regime, risk-on/off, daily rebalance, defensive sleeves
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BKLN
Invesco Senior Loan ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FTSL
First Trust Senior Loan Fund ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KIE
State Street SPDR S&P Insurance ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toUSDU, BKLN, PDBCandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.16%. 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.