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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 strategy that flips between a 3x risk‑parity core and a K‑1‑free defensive mix using utilities/insurance momentum, S&P 500 volatility, and fast‑drop alarms. It aims to ride calm markets and go defensive when turbulence hits.
NutHow it works
It’s a daily, rules‑based switcher. 1) Two “safety lights” (Utilities XLU and Insurance KIE momentum) decide if it’s safe to play offense or better to stay defensive. 2) If calm (low S&P 500 volatility) and no sharp drops, ~85% goes to a 3x mix: UPRO (S&P 500), TQQQ (Nasdaq‑100), TMF (long Treasuries), FAS (financials), sized by recent volatility. 3) If markets get choppy or drop fast, it shifts to a diversified defensive basket: GLD (gold) or PDBC (broad commodities), BIL/USFR (T‑bills/floaters), BKLN/FTSL (loans), and USDU (USD). 4) It repeats the same checks over several lookback lengths to smooth timing.
CheckmarkValue prop
Out-of-sample, this tactical, rules-based strategy delivers substantially higher risk-adjusted returns vs the S&P 500: ~52% annualized return vs ~19%, Sharpe ~1.78 vs ~1.10, max drawdown ~15% vs ~19%, Calmar ~3.41, positive alpha.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.370.880.40.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
288.81%13.54%1.36%5.73%0.8
CFS 3x [CMP mod 4] (K-1 Free) MH7v3 w/ XLU+KIE selector + Not Boring mod
14,181.93%59.03%7.23%20.85%1.98
Initial Investment
$10,000.00
Final Value
$1,428,193.30
Regulatory Fees
$4,224.52
Total Slippage
$25,693.65
Invest in this strategy
OOS Start Date
Mar 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, risk parity, volatility targeting, momentum/rsi, dip buying, defensive rotation, daily rebalance, k‑1 free
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 51.75%. 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, crypto, and options.