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Symphonies
Double Whammy
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, regime-aware, leveraged-momentum strategy that alternates between a top-leverage equity basket and hedges across bonds, dollars, commodities, and gold, using short-lookback momentum and volatility signals to decide what to own.
NutHow it works
Daily, rule-based switching between two modes: (1) Risk-on: buy up to 2–3 top performers from a leveraged equity basket (SPXL, UDOW, TQQQ; with SPXS as a possible hedge) based on short-lookback momentum and moving-average signals. (2) Risk-off: rotate into hedges and defensive assets (TMF, TMV, BTAL, BIL, USDU, PDBC, IEO, GLD, XLU, etc.) using macro/volatility cues and momentum screens. The system weights holdings evenly within the chosen set and rebalances every day. It also includes regime templates (Pareto-style portfolio selection and other scenario trees) to adapt to different market conditions.
CheckmarkValue prop
Out-of-sample return ~40% vs SPY ~24%; higher upside with beta ~0.97 and Calmar ~1.24—strong risk-adjusted gains. Drawdowns can be larger, but regime-aware hedging aims to protect capital.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.650.770.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
209.68%14.08%-2.02%-1.16%0.79
Double Whammy
44,696.16%103.72%-2.74%11.62%2.44
Initial Investment
$10,000.00
Final Value
$4,479,615.56
Regulatory Fees
$23,221.44
Total Slippage
$148,544.20
Invest in this strategy
OOS Start Date
Nov 18, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, leveraged etfs, dynamic asset allocation, risk-on/risk-off, multi-asset
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

"Double Whammy" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Double Whammy" is currently allocated toIEO, NFLX, USDU, XOM, NVDA, SPXL, SPXS, TQQQ, SH, YANG, AMZN, XLU, PDBC, CRM, CSCO, TMV, TRVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Double Whammy" has returned 39.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Double Whammy" is 32.49%. 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 "Double Whammy", 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.