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Symphonies
Feaver FR v5 (added VOX OB)/ Rising Rates WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, tactical “risk‑on/risk‑off” strategy. In uptrends it hedges with volatility when markets look overheated, buys aggressive 3× equity funds when washed‑out, or runs a volatility‑scaled 3× basket; in downtrends it mostly shorts the Nasdaq. Very high risk.
NutHow it works
First it checks trend: is the S&P 500 above its 200‑day average? If yes (uptrend), else (downtrend). Uptrend: if a short‑term “speed” score (RSI) says stocks are overheated, it buys volatility (UVXY) plus an anti‑beta hedge (BTAL). If washed‑out, it buys 3× Nasdaq/S&P (TQQQ/UPRO). Otherwise it holds a volatility‑scaled mix of 3× stock‑sector funds and long Treasuries, unless stress flags flip to managed futures (DBMF) or short Treasuries (TMV). Downtrend: it mostly shorts the Nasdaq (SQQQ/PSQ), with brief longs if trends improve. Rebalances daily.
CheckmarkValue prop
Out-of-sample upside is compelling: ~39.7% annualized return with Calmar ≈ 1 vs S&P ~18%, aided by dynamic hedges and regime switching. Accept higher volatility and drawdowns for potential higher growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.590.230.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
166.33%15.68%-0.15%0.4%0.83
Feaver FR v5 (added VOX OB)/ Rising Rates WM 74
1,876,547.09%331.85%2.34%0.59%2.77
Initial Investment
$10,000.00
Final Value
$187,664,708.84
Regulatory Fees
$548,991.47
Total Slippage
$3,914,978.02
Invest in this strategy
OOS Start Date
Oct 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical, risk-on/risk-off, leveraged etfs, volatility hedge, trend following, mean reversion, daily rebalance
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
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, SOXL, TMF, LABU, CURE, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.64%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.86%. 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.