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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

Daily, rules‑based blend: ride trends with 3x stock/bond mix when calm, buy dips after 5‑day drops, and fade overbought tech/semis or buy them after selloffs. Parks in T‑bills when signals are risky. Uses UPRO, TQQQ, TMF, BIL, TECL/TECS, SOXL/SOXS.
NutHow it works
It blends three ideas and checks them daily: 1) Core: in calm uptrends, own 3x S&P (UPRO) and 3x Nasdaq (TQQQ) with 3x long bonds (TMF); else sit in T‑bills (BIL). 2) Buy sharp 5‑day dips in QQQ/SPY (TQQQ/UPRO), but don’t chase 1‑day pops >5%. 3) When tech/semis are too hot (overbought), take short‑term contrarian shorts (SOXS/TECS); when too cold (oversold), buy TECL/SOXL. Bond and volatility checks gate risk. Very aggressive.
CheckmarkValue prop
Out-of-sample annualized return ~52.7% vs ~22% for the S&P; Sharpe ~1.27, Calmar ~1.25. A rules-based, cash-hedged, leveraged mix seeking higher upside with solid risk-adjusted gains—note larger drawdowns in stress markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.261.480.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
96.67%22.86%6.16%5.09%1.43
[COMPLEX] Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free - Longer Backtest
430.32%66.15%2.93%-19.62%1.54
Initial Investment
$10,000.00
Final Value
$53,031.69
Regulatory Fees
$218.78
Total Slippage
$1,379.84
Invest in this strategy
OOS Start Date
Jan 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend-following, mean reversion, risk-on/risk-off, volatility targeting, u.s. equities, treasuries, daily trading
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOXX
Alpha Architect 1-3 Month Box ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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.

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

The symphony is currently allocated toUPRO, TMF, TQQQandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.65%. 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, and options.