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Symphonies
Champagne & Cocaine
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based portfolio that rides tech-led uptrends with leverage, buys dips, and hedges overbought and volatility spikes. Core 70% uses a Four Corners regime model; satellites add a quality stock basket, a tech vs KMLM toggle, and an EM bull/bear sleeve.
NutHow it works
Rebalanced daily. Vol spike (VIXY) => T-Bills (BIL). Very hot (RSI>80) => short-term hedges (EDV/VIXY/BTAL). Very cold (RSI<30) => buy TQQQ or SPXL + VWO. Core 70%: regime test (growth vs utilities; credit vs cash) picks offense (UPRO/TQQQ + KMLM + EDV) or defense (VT, GLD/BTAL, or PSQ/EDV). Satellites: low-vol stock basket (LLY, NVO, COST, PGR/GE); tech vs KMLM toggle (TECL if tech leads, else hedges); EM sleeve flips 3x bull/bear on trend & inflation (RINF). RSI=short-term heat; 200d avg=trend.
CheckmarkValue prop
Out-of-sample edge: ~38% annualized return vs SPY ~18%; Sharpe 1.59 vs 1.01; Calmar 1.92; beta ~0.63; max drawdown ~19.8% (SPY ~18.8%); 472 days tested. Higher risk-adjusted growth with daily rebalancing, leveraged tech exposure, and hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.680.550.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.52%14.73%1.36%5.73%0.89
Champagne & Cocaine
3,732%109.92%-3.05%20.8%3.52
Initial Investment
$10,000.00
Final Value
$383,200.36
Regulatory Fees
$946.07
Total Slippage
$5,970.65
Invest in this strategy
OOS Start Date
Aug 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, regime switching, leveraged/inverse etfs, trend + mean reversion, volatility hedging, managed futures, treasuries/gold, emerging markets, daily rebalanced
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.

"Champagne & Cocaine" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Champagne & Cocaine" is currently allocated toUPRO, NVO, DBMF, GE, TECL, TQQQ, LLY, EDZ, VT, EDVandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Champagne & Cocaine" has returned 38.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Champagne & Cocaine" is 19.77%. 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 "Champagne & Cocaine", 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.