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Symphonies
Drawdown Hedge - (Kyle's Mod 3x - Fund Surf 3x)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Layered drawdown hedge: reacts to froth/panic with a volatility hedge or shorts; if S&P 500 trend weakens it shifts to cash/T‑Bills or inverse ETFs; otherwise runs a 3× risk‑on mix across S&P, Nasdaq, and an oil sleeve. Uses leveraged funds; high risk.
NutHow it works
Rules: 1) Shock: if stocks look overheated (a quick “heat” score, RSI), buy volatility (UVXY). If vol is surging, use short Nasdaq (PSQ) or short‑term bonds (BSV). 2) Trend: if S&P 500 weakens (below 10‑day avg or long‑term score), go defensive with 3× inverse ETFs (SQQQ/SPXU) or T‑Bills (BIL). 3) Else go risk‑on: ~40/30/30 in 3× S&P (SPXL + some 3× Treasuries, TMF), 3× Nasdaq (TQQQ unless a 1‑day spike), and Oil (DBO) when up.
CheckmarkValue prop
Softens risk with S&P-like upside (~23%/yr) and lower beta (0.70) plus a 0.89 out-of-sample Sharpe. Hedged by volatility/trend signals; Calmar ≈0.60 vs S&P, with diversified sleeves (vol, bonds, oil).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.540.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
591.29%14.34%-4.19%-3.74%0.88
Drawdown Hedge - (Kyle's Mod 3x - Fund Surf 3x)
143,237.47%65.51%14.89%23.7%1.52
Initial Investment
$10,000.00
Final Value
$14,333,747.03
Regulatory Fees
$52,355.26
Total Slippage
$358,530.34
Invest in this strategy
OOS Start Date
Sep 28, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend + momentum, volatility hedge, leveraged/inverse etfs, risk-on/risk-off, us stocks, treasuries, t‑bills cash, oil/commodities
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBO
Invesco DB Oil Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTMF, SPXL, DBOandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.71%. 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.