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Symphonies
Darpa Super Simple V1.5 + Darpa Low Drama Mama v1.9
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based 50/50 mix. Uses a short-term heat/cold gauge on QQQ/SPY: if overheated, it buys volatility (UVXY); if weak, it shifts to the US dollar (UUP) or bonds. Otherwise it rotates among leveraged tech/healthcare/market ETFs and gold. Backtested to 2011-10-04.
NutHow it works
Split 50/50 into two rule sets; rebalanced daily. Both read RSI on big indexes (a short-term heat/cold meter: high=overheated, low=washed out). Rule A: If QQQ is very hot, hold UVXY; if very cold, buy two oversold leveraged tech/healthcare ETFs; otherwise pick one defensive ETF (bonds, staples, healthcare, cash-like). Rule B: If QQQ is hot, hold UVXY; else if SPY is weak, hold UUP; otherwise hold two 2x ETFs with the smallest recent drawdowns (healthcare, gold, Nasdaq, semis, utilities, S&P).
CheckmarkValue prop
Out-of-sample: ~44% annualized return vs ~16% for the S&P, higher Sharpe (~1.52 vs ~0.91), lower max drawdown (~13.7% vs 18.8%), and Calmar ~3.22. More upside, less downside with rules-based hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.580.810.170.41
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Darpa Super Simple V1.5 + Darpa Low Drama Mama v1.9
1,186,052.87%91.69%-5.94%1.31%2.12
Initial Investment
$10,000.00
Final Value
$118,615,286.61
Regulatory Fees
$489,245.42
Total Slippage
$3,455,372.89
Invest in this strategy
OOS Start Date
Oct 13, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,multi-asset,leveraged etfs,rsi/momentum,volatility hedge,bonds,gold,us dollar,daily rebalance,low drawdown focus
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DGP
DB Gold Double Long ETN due February 15, 2038
Stocks
MINT
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
RXL
ProShares Ultra Health Care
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X 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 toUPW, RXLandQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 13.66%. 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.