Skip to Content
Symphonies
$DS v4 Pops - K-1 Free | VXX edition | UGL, SVXY, ERX removed | SHARED
Today’s Change
—

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

About

A fast, tech‑led, risk‑on/risk‑off strategy that rotates among leveraged tech (TECL/SOXL), a VIX hedge (VXX), long Treasuries (TMF), and cash (BIL), using simple “temperature” (RSI), volatility, and trend checks to chase uptrends and step aside in stress.
NutHow it works
It watches tech strength, a 0–100 “temperature” score (RSI: high=overheated, low=washed‑out), and the market’s fear gauge (VIX). If things look overheated, it briefly hedges with VXX. If washed‑out or after sharp drops, it buys TECL/SOXL for a rebound. In calm uptrends it rides TECL; if fear rises or tech leadership fades, it parks in T‑Bills (BIL). In severe stress it may use bearish or bond tilts (TECS/TMV/TMF).
CheckmarkValue prop
Out-of-sample: ~47% annualized return vs SPY ~21%; Calmar ~1.02 and Sharpe ~1.02 signal strong risk-adjusted growth. Tech-led upside with hedges and cash buffers aims for higher long-run gains; note drawdowns can be large in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.350.730.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
173.04%13.65%1.36%5.73%0.75
$DS v4 Pops - K-1 Free | VXX edition | UGL, SVXY, ERX removed | SHARED
2,866,419.35%269.72%-3.56%18.46%2.63
Initial Investment
$10,000.00
Final Value
$286,651,935.27
Regulatory Fees
$1,112,345.47
Total Slippage
$7,977,619.31
Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, mean‑reversion, trend‑following, volatility hedge, risk-on/risk-off
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 47.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.37%. 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.