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Symphonies
DeepSeek Over-Simplified Frontrunner V1 | BT Oct 04 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules: when markets look too hot, shift to a volatility hedge (UVXY + defensive EUM/BTAL). When cold or trending up, own tech and the S&P 500 (VGT + SPY). If trend is weak, sit in T‑bills (BIL). Uses simple heat and trend gauges.
NutHow it works
Checked daily. If a “heat gauge” (RSI, 0–100) says the market is very hot—SPY>80, or QQQ>85, or XLF>81—it hedges: 70% UVXY (volatility) + 30% split between EUM and BTAL by recent calm. Otherwise, if SPY is very cold (RSI<30) or above its 150‑day trend, it holds VGT and SPY (split by calm). If not, it sits in T‑bills (BIL).
CheckmarkValue prop
Out-of-sample Sharpe 1.05 vs SPY 0.89; oos return 19.8% vs 16.5%; oos drawdown 14.5% vs 18.8%; beta ~0.80. Higher risk-adjusted upside with lighter market risk and stronger capital preservation vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.610.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
DeepSeek Over-Simplified Frontrunner V1 | BT Oct 04 2011
6,842.78%34.28%1.44%-2.08%1.61
Initial Investment
$10,000.00
Final Value
$694,277.74
Regulatory Fees
$1,214.14
Total Slippage
$8,038.62
Invest in this strategy
OOS Start Date
Jan 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, rsi-based, trend-following, volatility hedge, us equities, defensive, market timing
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures ETF
Stocks
VGT
Vanguard Information Technology ETF
Stocks
XLF
State Street Financial Select Sector SPDR 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 toSPYandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.48%. 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.