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Symphonies
[COMPLEX] Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free - Longer Backtest
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based blend that flips between 3x stock funds, 3x long Treasuries, cash‑like T‑bills, and brief hedges. It buys dips, fades euphoria, and cuts risk when volatility or drawdowns spike.
NutHow it works
Daily, the portfolio splits into 3 sleeves. In calm, rising markets it rides 3x stock funds (UPRO, TQQQ/TECL/SOXL). After sharp drops it buys dips. When fear or drawdowns rise it shifts to 3x Treasuries (TMF) or cash‑like T‑bills (BIL/BOXX). Brief hedges (VIXY/UVXY, SOXS/TECS) appear during extremes. Signals used: how jumpy prices are, stocks vs bonds strength, fast drops/pops, and tech‑vs‑staples/bond trend checks.
CheckmarkValue prop
Out-of-sample edge: stronger risk‑adjusted returns and upside vs SPY. Sharpe ~1.47 vs 1.31; Calmar ~1.55; ~65% annualized return vs ~23% SPY, with dynamic risk controls (treasuries/cash hedges). Max drawdown ~42% vs ~19% for SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.461.430.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
88.46%24.2%1.36%5.73%1.48
[COMPLEX] Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free - Longer Backtest
719.95%105.33%2.43%17.54%2.17
Initial Investment
$10,000.00
Final Value
$81,994.56
Regulatory Fees
$219.02
Total Slippage
$1,304.77
Invest in this strategy
OOS Start Date
Jan 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, risk-on/risk-off, momentum + mean reversion, volatility-aware
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 toUPRO, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 65.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.07%. 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.