Skip to Content
Symphonies
Drawdown Hedge - (Fund Surf 1x - Fund Surf 3x)
Today’s Change
—

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

About

A daily, one‑fund rotation that tries to dodge big selloffs and chase rebounds using volatility hedges and 1x/3x stock ETFs, falling back to T‑bills when signals are unclear. High turnover and risk.
NutHow it works
Daily it checks simple “heat” gauges on the S&P 500 (SPY) and Nasdaq (QQQ). If markets look overheated or fear is spiking, it buys a crash hedge (UVXY) or mild shorts (SH/PSQ), or hides in short‑term Treasuries. Otherwise it “surfs”: 3x bull funds (TQQQ/SPXL) when trends are up; 3x bear funds (SQQQ/SPXU) when trends are down; regular stock funds (SPY/QQQ) or cash‑like bonds (SHY/BSV) when mixed. If unclear, it parks in T‑bills (BIL). It holds one fund at a time and can switch daily. RSI = a 0–100 heat gauge.
CheckmarkValue prop
Out-of-sample edge: 29.8% annualized returns vs SPY 23.6%, beta ~0.57, Calmar ~0.71. Daily hedging with 1x/3x rotations seeks trend gains while cutting crashes; drawdowns can reach ~42% in stressed periods.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.550.30.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
617.31%14.99%1.36%5.73%0.91
Drawdown Hedge - (Fund Surf 1x - Fund Surf 3x)
177,215.79%69.96%3.69%10.95%1.6
Initial Investment
$10,000.00
Final Value
$17,731,578.62
Regulatory Fees
$86,824.66
Total Slippage
$610,153.16
Invest in this strategy
OOS Start Date
Sep 28, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, drawdown hedge, volatility hedge, leveraged etfs, inverse etfs, trend/mean-reversion
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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.91%. 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.