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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

Daily, volatility‑aware rotation that flips between a 3x risk‑parity basket (UPRO/TQQQ/FAS/TMF) and a K‑1‑free defensive mix (bills, floaters, loans, USD, gold/commodities). Uses RSI, drawdown triggers, and Utilities/Insurance “canaries.”
NutHow it works
Each day it checks market bumpiness. If calm, it goes Risk‑On: spreads across 3x S&P (UPRO), 3x Nasdaq (TQQQ), 3x Financials (FAS) and 3x long Treasuries (TMF) using inverse‑vol weights. If volatility spikes or we see fast drops, it goes Risk‑Off: T‑Bills (BIL), floating‑rate Treasuries (USFR), loans (BKLN/FTSL), USD (USDU), gold (GLD) or commodities (PDBC). KIE and XLU act as canaries. RSI is a simple hot/weak gauge.
CheckmarkValue prop
Out-of-sample tested, this strategy rotates between a 3x risk-parity core and a K-1-free defense, aiming for smoother drawdowns and better risk-adjusted returns than the S&P 500, with daily rebalancing and defensive canaries.
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
282.22%13%-1.77%0.2%0.78
CFS 3x [CMP mod 4] (K-1 Free) MH7v3 w/ XLU+KIE selector + Not Boring mod
14,177.8%57.2%-0.72%-1.55%1.93
Initial Investment
$10,000.00
Final Value
$1,427,779.73
Regulatory Fees
$4,479.25
Total Slippage
$27,251.95
Invest in this strategy
OOS Start Date
Mar 23, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility targeting, risk parity, leveraged etfs (3x), momentum/rsi, defensive rotation, daily rebalance, k-1 free
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 ETF
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 43.23%. 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.