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Symphonies
Ensemble Non-Correlated Symphony
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Many small, rule‑based systems trade commodities, volatility, bonds, currencies, and select sectors to stay less tied to the stock market. It fades extremes, rides trends, hedges during volatility spikes, sizes by risk, and rebalances daily.
NutHow it works
It watches cross‑asset “gauges” (gold, oil/nat gas, volatility, Treasuries, and junk vs quality bonds). If something ran up too fast, it often fades it; if it fell too hard, it buys. When volatility spikes, it hedges. It sizes positions by risk (calmer assets get more). It shifts among: gold (GLD), Treasuries (TLT/TMF/TMV), volatility (VIXY/VIXM/SVXY), natural gas (UNG/UNL/KOLD), oil (USO/SCO), currencies (YCS/EUO), and sectors like semis (SOXX), utilities (XLU), staples (XLP). Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge with heavy downside protection. Expect ~8% annualized return, 1.36% max drawdown vs SPY’s 2.53%, and Calmar ~5.85. Low correlation to stocks (beta ~0.36) and diversified, rule-based multi-asset signals offer steadier, risk‑adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.240.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
380.37%13.65%1.75%5.97%0.83
Ensemble Non-Correlated Symphony
3,107.23%32.69%0.1%3.15%4.22
Initial Investment
$10,000.00
Final Value
$320,722.59
Regulatory Fees
$1,674.88
Total Slippage
$10,093.74
Invest in this strategy
OOS Start Date
Dec 18, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, commodities, volatility, bonds & rates, currencies, sector rotation, mean reversion, momentum, hedged/low correlation
Tickers in this symphonyThis symphony trades 106 assets in total
Ticker
Type
ACWI
iShares MSCI ACWI ETF
Stocks
AMLP
Alerian MLP ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BIZD
VanEck BDC Income ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CUT
Invesco MSCI Global Timber ETF
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
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.

"Ensemble Non-Correlated Symphony" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Ensemble Non-Correlated Symphony" is currently allocated toTIP, EEV, EUM, SCO, RWM, IAI, XLV, CWB, KOLD, SOXL, TMF, YCS, SOXX, SMH, QQQ, IHF, UNG, USO, SVXY, KIE, BTAL, ITA, SRS, DUG, IGV, XLU, GLD, TLT, TMV, VIXM, IHI, REM, XLPandKCE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Ensemble Non-Correlated Symphony" has returned 7.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Ensemble Non-Correlated Symphony" is 1.46%. 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 "Ensemble Non-Correlated 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.