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

About

Adaptive, multi‑sleeve portfolio. In uptrends it rides U.S. stocks (tilted to growth/tech); when overheated or weakening, it quickly hedges or moves to cash. Adds volatility hedges, tactical bond and commodity trend trades, and a small income sleeve.
NutHow it works
It watches the market’s trend (for example, if the S&P 500 is above/below its long‑term average) and short‑term “heat/cold.” If trend is up, it leans into U.S. stocks—especially growth/tech/semis—and trims or hedges when things look too hot or after sharp drops. If trend weakens, it shifts to defense: cash‑like T‑bills, funds that rise when stocks fall, or “long volatility.” Separate sleeves trade Treasury‑bond and commodity trends, and a small income sleeve adds yield.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.68 vs 1.20, max drawdown 8.1% vs 18.8%, beta ~0.29, Calmar ~1.58. A trend-driven core with hedges and ballast, delivering stronger risk-adjusted returns and far smoother downside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.190.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
71.63%19.01%-2.54%-4.14%1.22
Chill
62.95%17.04%0.23%-1.39%2.22
Initial Investment
$10,000.00
Final Value
$16,294.99
Regulatory Fees
$6.67
Total Slippage
$38.90
Invest in this strategy
OOS Start Date
Aug 9, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical multi-asset, trend following, risk-on/risk-off, volatility hedging, leveraged etfs, bonds, commodities, income
Tickers in this symphonyThis symphony trades 50 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CLOZ
Eldridge BBB-B CLO ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GBTC
Grayscale Bitcoin Trust ETF
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.

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

"Chill" is currently allocated toUSDU, SVXY, DBC, CLOZ, ERX, DBO, BTAL, TQQQ, XLE, TLT, TMV, VIXM, BILandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Chill" has returned 9.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Chill" is 8.11%. 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 "Chill", 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.