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Symphonies
Cocktail Rev 1.0 _ Updated May 8 (Shared)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based mix of US stocks, tech, and international stocks with small, conditional leverage. When risk rises, it quickly hides in cash and defensive assets and keeps a 10% managed‑futures sleeve for diversification to smooth the ride.
NutHow it works
Money is split into 5 buckets: a stock+bond blend (NTSX), U.S. tech (XLK), international stocks (VEA), a rules-based S&P 500 core, and managed futures (DBMF/KMLM/CTA). It rides uptrends (prices above averages) and, if fear spikes or trends break, shifts to T‑bills (BIL) or staples/gold/TIPS. It may briefly use small leverage (SSO/TQQQ). Signals use moving averages (trend) and RSI (short‑term stretch).
CheckmarkValue prop
Strong risk-adjusted upside with lower drawdowns. OOS return ~26.7% vs 23.3% S&P, OOS Sharpe ~1.82 vs 1.44, Calmar ~2.20, max DD ~12.2% vs 18.8%. Diversified trend-following and managed futures reduce risk and smooth returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.570.570.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
141.75%15.74%1.36%5.73%0.81
Cocktail Rev 1.0 _ Updated May 8 (Shared)
367.84%29.11%1.55%9.36%1.72
Initial Investment
$10,000.00
Final Value
$46,783.87
Regulatory Fees
$58.23
Total Slippage
$345.51
Invest in this strategy
OOS Start Date
May 8, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, trend-following, risk-managed, tactical equity, managed futures
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 toTIP, DBMF, SSO, XLK, NTSX, IAUandVEA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.17%. 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.