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

About

Defaults to global stocks (VT). Uses a long‑term trend check and short‑term “too hot/too cold” signals: hedges with VXX when rallies look stretched, and in downtrends may rotate to long Treasuries (TLT) or inverse Nasdaq (SQQQ). Rebalanced daily.
NutHow it works
Tickers used: VT=global stocks, SPY=S&P 500 (trend gauge), TQQQ/SPXL=3x stock funds (signals), VXX=volatility, SQQQ=−3x Nasdaq-100, TLT=long US Treasuries. Each day: If SPY is above its 200‑day average, hold VT unless short‑term prices ran up fast—then switch to VXX. If SPY is below its 200‑day average, buy VT on sharp selloffs; otherwise rotate to whichever looks stronger between TLT or SQQQ.
CheckmarkValue prop
Out-of-sample: 21.6% annualized return vs SPY’s 19.4%, with beta ~0.15 and Calmar ~1.02—delivering stronger risk-adjusted upside and diversification through tactical hedges. Note: drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.72-0.260.02-0.14
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
170.37%13.02%-2.23%-2.01%0.73
Diversification For The Long Term (No K-1 & SQQQ Edit)
14,994.52%85.39%-3.71%0.32%1.82
Initial Investment
$10,000.00
Final Value
$1,509,451.88
Regulatory Fees
$2,241.39
Total Slippage
$15,289.43
Invest in this strategy
OOS Start Date
Feb 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend filter, overbought/oversold signals, global equities, treasuries, inverse/leveraged etfs, volatility hedge
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 15.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.16%. 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.