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Symphonies
Chadfundies mildly uncomfortable adventure | Deez | 8JUN2023 | 3YR BT: AR 23.4% DD 23.5%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A focused bet on rising interest rates: long big US financials plus a 3x inverse long‑Treasury fund (TMV), with a sizable cash cushion. Buy-and-hold; high risk if rates drop or financials sell off.
NutHow it works
45% goes to three finance stocks, split evenly: JPMorgan (big bank), BlackRock (asset manager), State Street (custody bank). 55% goes to a rates bet: only 60% of that buys TMV—a fund that moves about 3x opposite to long‑term US Treasuries—so 40% of that slice stays in cash. Net start: ~15% each in JPM/BLK/STT, ~33% TMV, ~22% cash. No rebalancing. It benefits if rates rise; it’s hurt if rates fall.
CheckmarkValue prop
Out-of-sample edge: ~23% annualized return vs ~22% for the S&P, with Calmar ~1.12 and 22% cash buffer for downside protection. Slightly higher drawdowns, but strong upside when rates rise and banks benefit.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
-0.1110.310.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
972.53%15.12%-0.15%0.4%0.9
Chadfundies mildly uncomfortable adventure | Deez | 8JUN2023 | 3YR BT: AR 23.4% DD 23.5%
-11.66%-0.73%-6.65%-1.67%0.13
Initial Investment
$10,000.00
Final Value
$8,833.71
Regulatory Fees
$0.65
Total Slippage
$3.48
Invest in this strategy
OOS Start Date
Jun 8, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Financials tilt, short treasuries, leveraged inverse etf, rates macro bet, cash buffer, concentrated, buy-and-hold
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BLK
Blackrock, Inc.
Stocks
JPM
JPMorgan Chase & Co.
Stocks
STT
State Street Corporation
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toBLK, JPM, STTandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.53%. 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.