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Symphonies
Eagle's Protoculture v16 - Group D [Internal]
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based system that shifts between cash, fear hedges (UVXY/VIXY), a “short fear” trade (SVXY), and 3× tech/semis momentum (TQQQ/TECL/SOXL). Guided by trend (200‑day) and a heat gauge (RSI). Also uses gold/BTAL/KMLM. High risk.
NutHow it works
This rules‑based system flips between offense and defense. It checks the S&P 500’s trend (price vs 200‑day average) and a heat gauge called RSI (0–100; high=too hot, low=washed‑out). Hot or suddenly weak markets: buy fear hedges (UVXY/VIXY) or park in T‑bills (BIL). Calm uptrends: bet fear will fade (SVXY) and rotate into fast 3× tech/semis (TQQQ, TECL, SOXL). It sometimes diversifies with gold, an anti‑beta fund (BTAL), and managed‑futures (KMLM). High risk.
CheckmarkValue prop
Out-of-sample, this regime-switching strategy delivers superior risk-adjusted gains vs the S&P: Sharpe ~2.05 (vs ~0.98), Calmar ~4.27, annualized return ~86.8% vs ~18.5%, with drawdowns around ~20%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.020.50.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
99.13%14.19%-0.15%0.4%0.87
Eagle's Protoculture v16 - Group D [Internal]
23,366.16%186.21%4.18%15.46%3.67
Initial Investment
$10,000.00
Final Value
$2,346,615.81
Regulatory Fees
$8,175.11
Total Slippage
$50,894.58
Invest in this strategy
OOS Start Date
Jan 16, 2025
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, regime switching, volatility (short/long), leveraged etfs, momentum rotation, trend following, hedging, managed futures, risk management
Tickers in this symphonyThis symphony trades 42 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy 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, SVXY, TECL, BTAL, TQQQ, XLE, URTY, GLDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 85.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.32%. 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.