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Symphonies
ETF Sort, Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk-aware trend strategy. It holds up to three 3x index funds when conditions are calm, but shifts to Treasuries, the dollar, gold, or cash when volatility spikes or rates rise. Position sizes favor lower‑volatility sleeves.
NutHow it works
Each day it: 1) Ranks six stock themes (3x funds: TQQQ=Nasdaq‑100, UPRO=S&P500, UDOW=Dow, UMDD=Mid‑caps, TNA=Small‑caps, EDC=Emerging mkts) on 200‑day results and keeps the top 3. 2) In each, it checks volatility (UVXY/SVXY), recent drops, and interest‑rate trend (BND vs cash). If risk is high, it parks in safety (IEF/TMF Treasuries, UUP dollar, GLD gold, or BIL T‑bills). Otherwise it holds the 3x fund. Calmer sleeves get more weight. RSI = 0–100 “hot/cold”; >~80 = very hot.
CheckmarkValue prop
Out-of-sample: 20.64% annualized return vs SPY 19.22%, with a positive risk-adjusted profile (Calmar ~0.76) and volatility-aware hedges. A dynamic, multi-sleeve strategy aims for higher growth with disciplined risk management.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.361.150.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
495.56%14.51%-0.15%0.4%0.89
ETF Sort, Daily 60d Bond Trend, 2d Bond Trend, Drawdown, Vix
52,842.86%60.99%-4.09%-2.32%1.55
Initial Investment
$10,000.00
Final Value
$5,294,286.10
Regulatory Fees
$18,889.50
Total Slippage
$122,292.24
Invest in this strategy
OOS Start Date
Jul 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, volatility-timing, leveraged etfs, tactical asset allocation, risk-managed, multi-index, daily rebalanced
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
MDY
State Street SPDR S&P MIDCAP 400 ETF Trust
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 toUPRO, IEF, TMF, UUP, TQQQandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.94%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.22%. 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.