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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-based mix: hedge aggressively with UVXY when markets look overheated; own SPY/tech when oversold or trending up; otherwise sit in T‑bills. A small defensive sleeve (EUM, BTAL) smooths the hedge.
NutHow it works
Each day it checks simple signals on big indexes. If SPY, QQQ, or XLF look extremely hot (10‑day RSI > 80/85/81), it hedges: 70% UVXY (bets on a volatility spike) + 30% split between EUM and BTAL, favoring the calmer one. Otherwise, if SPY looks washed out (RSI < 30) or in an uptrend (price > 150‑day average), it buys SPY and VGT, again favoring the calmer one. If neither, it parks in BIL (T‑bills). Note: UVXY is high‑risk.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.08 vs 0.86, annualized return 21.50% vs 16.81%, max drawdown 14.48% vs 18.76%, beta 0.78, Calmar 1.48. More upside with smoother risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.60.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
DeepSeek Over-Simplified Frontrunner V1 | BT Oct 04 2011
6,970.41%35.14%0.45%7.35%1.64
Initial Investment
$10,000.00
Final Value
$707,041.29
Regulatory Fees
$1,189.56
Total Slippage
$7,873.02
Invest in this strategy
OOS Start Date
Jan 30, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, rsi/ma signals, volatility hedge, mean reversion, daily rebalance
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 toSPYandVGT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.50%. 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, crypto, and options.