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Symphonies
Feavers FR 5 Added OB VOX > Which way is up V2 WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based swing strategy. It fades overheated markets with UVXY, buys dips when oversold, and otherwise follows the long‑term trend using leveraged stock ETFs or inverse Nasdaq hedges, parking in T‑Bills when conditions aren’t favorable.
NutHow it works
Daily rules: 1) If market/sector “thermometers” (RSI, a 0–100 heat score) are very hot (~80+ on SPY/QQQ or sectors XLF/VOX/VTV/IOO), it bets on a pullback via UVXY (volatility) plus some BTAL. 2) If very cold (~30-), it buys the dip (TQQQ or UPRO). 3) Else it follows the trend: above the 200‑day it rides 3× stock funds (SPXL/TQQQ/TECL) when vol eases; below it shorts Nasdaq (SQQQ/PSQ) or parks in T‑Bills (BIL).
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted growth: ~56% annualized return vs ~16.7% for the S&P, Sharpe ~1.07 vs ~0.95, Calmar ~1.42. It blends trend-following, mean-reversion, and volatility hedges for strong alpha.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.130.730.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
681.5%15.36%0.54%-0.34%0.94
Feavers FR 5 Added OB VOX > Which way is up V2 WM 74
735,343,837.31%200.15%-3.68%-13.66%2.27
Initial Investment
$10,000.00
Final Value
$73,534,393,731.22
Regulatory Fees
$311,579,032.48
Total Slippage
$2,241,234,272.06
Invest in this strategy
OOS Start Date
Oct 15, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, volatility spikes, leveraged etfs, sector breadth, daily rebalance
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology 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 toSPXL, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.56%. 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.