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Symphonies
Cherries v2: 18+ Month Solid OOS No BTC
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-driven ensemble that chases tech-heavy uptrends with leveraged ETFs when conditions look “cold,” shifts to a 60/40 stock–bond mix when neutral, and moves into Treasuries, T‑bills, defensives, gold/dollar, or volatility hedges when risk spikes.
NutHow it works
Daily, it checks a short-term “hot/cold” gauge (RSI: 0–100). Cold (<30) = go on offense with 3x stock funds (SPXL/TQQQ/SOXL). Hot (>80) = go defensive, often via a volatility hedge (UVXY). In-between, it uses a 60/40 mix of 1x stock ETFs (SPY/QQQ/SMH) and Treasuries (TLT or SHY), plus trend filters. A junk‑bond canary (JNK vs BIL) flips risk on/off. Hedges include BIL, SHY, XLP, XLU, GLD, UUP.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~31.4% annualized return vs SPY's ~17.4%, with higher risk-adjusted Sharpe (~1.02 vs ~0.95) and Calmar ~1.35. It targets tech upside with hedges, yet larger drawdowns can occur.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.750.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
582.34%14.83%1.36%5.73%0.91
Cherries v2: 18+ Month Solid OOS No BTC
255,039.16%75.91%3.24%13.38%2.24
Initial Investment
$10,000.00
Final Value
$25,513,915.99
Regulatory Fees
$57,111.92
Total Slippage
$383,128.65
Invest in this strategy
OOS Start Date
Oct 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum & mean reversion, volatility hedging, regime switching, tactical asset allocation, tech/semis tilt, bonds/gold/dollar hedges, daily rebalancing
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 toSMH, QQQ, SVXY, UUP, SHY, SPY, TQQQ, UNH, GLD, TLTandCOST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.17%. 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.