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Symphonies
[Dilbert] PROD PORTFOLIO (USD replacement)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based portfolio that rotates among tech‑heavy ETFs, hedges, bonds, gold, the US dollar, commodities, and managed futures (KMLM) based on market trend, volatility (VIX), and overbought/oversold signals. Aims to ride uptrends and cut big drawdowns.
NutHow it works
It’s a rules engine that flips between “risk‑on” and “risk‑off.” - First checks trend (price vs ~200‑day avg) and fear (VIX). - Uptrend + calm: ride tech/growth (TQQQ/TECL/SOXL) or buy sharp dips; if overheated, hedge/short (SQQQ/SOXS). - Downtrend or high fear: shift to bonds (TMF/TLT), gold (GLD), US dollar (UUP), managed futures (KMLM). RSI = 0–100 hot/cold; moving average = trend line; drawdown = fall from peak.
CheckmarkValue prop
Out-of-sample, this adaptive, multi-asset strategy aims for higher upside: about 25.5% annualized vs SPY’s 17.2%, with beta ~0.65 and Calmar ~0.79. It offers diversification and risk management across regimes, though drawdowns can be larger in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.850.460.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
90.53%17.3%1.36%13.5%1.03
[Dilbert] PROD PORTFOLIO (USD replacement)
3,353.62%140.32%-3.07%14.55%2.88
Initial Investment
$10,000.00
Final Value
$345,362.16
Regulatory Fees
$1,406.32
Total Slippage
$11,163.91
Invest in this strategy
OOS Start Date
Dec 24, 2024
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical allocation, regime switching, momentum & mean reversion, volatility targeting, leveraged etfs, hedging, managed futures, multi-asset
Tickers in this symphonyThis symphony trades 121 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
BA
Boeing Company
Stocks
BIB
ProShares Ultra NASDAQ Biotechnology
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term 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 toSOXL, WDC, EDZandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.09%. 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.