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Symphonies
Diversification For The Long Term (No K-1 Edit)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Checked daily. Mostly holds VT (global stocks). In uptrends it may briefly hedge with VXX when markets look overheated; in downtrends it sometimes shifts to TLT when Nasdaq weak. Signals use moving averages and RSI.
NutHow it works
Daily, it checks trend and heat. Moving average = average price; RSI = a short‑term hot/cold score (>~80 hot, <~30 cold). Uptrend (SPY > 200‑day): hold VT (global stocks). If 3× Nasdaq (TQQQ) or 3× S&P (SPXL) look extremely hot, switch to VXX (volatility hedge). Downtrend (SPY < 200‑day): usually VT; if Nasdaq < 20‑day (and not extremely cold), move to TLT (long Treasuries). Actual holdings: VT, VXX, or TLT; TQQQ/SPXL are signals only.
CheckmarkValue prop
Out-of-sample edge: 31.48% annualized return vs 19.41% for the S&P 500; Sharpe 1.76 vs 1.00; max drawdown 9.47% vs 16.62%; Calmar ~3.32. Higher upside with smoother downside, delivering superior risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.330.460.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
176.56%13.37%0.54%-0.34%0.75
Diversification For The Long Term (No K-1 Edit)
1,919.63%44.88%0.14%2.23%1.77
Initial Investment
$10,000.00
Final Value
$201,962.69
Regulatory Fees
$291.69
Total Slippage
$1,958.60
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, global equities, trend filter, rsi signals, volatility hedge, treasury hedge, daily, rule-based
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VT
Vanguard Total World Stock ETF
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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 toVT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.47%. 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.