Skip to Content
Symphonies
Diversification For The Long Term (No K-1 Edit)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, all‑in switching among VT (global stocks), VXX (volatility spike hedge), and TLT (long Treasuries) based on market trend and short‑term “hot/ cold” readings taken from SPY, TQQQ, and SPXL (used as thermometers, not holdings).
NutHow it works
Each day it checks: Is the US market (SPY) above its long‑term average? If yes, own world stocks (VT) unless the market looks unusually “hot” short‑term (using fast gauges on TQQQ/SPXL); then park in VXX briefly. If SPY is below trend, usually hold VT; but if tech momentum is slipping (not already washed‑out), switch to long Treasuries (TLT).
CheckmarkValue prop
Out-of-sample, this regime-switching strategy delivers ~29.8% annualized return vs 20.3% for the S&P, Sharpe ~1.60 vs ~0.98, and max drawdown ~9.5% vs ~16.6%, with Calmar ~3.15. Global stocks plus timely hedges (VXX/TLT) target steadier, higher risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.460.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
176.99%13.83%1.36%5.73%0.76
Diversification For The Long Term (No K-1 Edit)
1,871.63%46.09%1.65%7.21%1.79
Initial Investment
$10,000.00
Final Value
$197,163.26
Regulatory Fees
$291.61
Total Slippage
$1,958.61
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend filter, momentum/rsi signals, global equities, treasuries, volatility hedge
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 toVT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.82%. 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, crypto, and options.