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Symphonies
Four Corners | No Leverage
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, no‑leverage ETF strategy. It brakes when markets look overheated (via a VIX/Treasuries/BTAL hedge). Otherwise it rotates among growth, Treasuries, cash, or defensives using simple strength checks. Rebalanced daily.
NutHow it works
Each day it checks a simple “heat” score (RSI, a 0–100 speed/overbought gauge) on major stock indexes. If things look too hot, it shifts to a crash‑hedge mix: mostly VIXY (volatility) plus TLT (Treasuries) and BTAL (low‑risk tilt). Otherwise it tests growth vs utilities and credit vs cash to pick Bull/Mild‑Bull/Mild‑Bear/Bear, then holds some mix of QQQ (Nasdaq‑100), XLK (tech), TLT, PSQ (short QQQ), BIL (T‑bills), XLU (utilities) or GLD (gold). No leverage; rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy outperforms the S&P: 28.07% vs 23.70% annualized return, Sharpe 1.35 vs 1.30, max drawdown 14.63% vs 18.76%, and beta ~0.67, with no leverage and adaptive crash hedges via daily rebalancing.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.250.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
683.3%15.18%6.16%5.09%0.92
Four Corners | No Leverage
110,181.57%61.78%2.18%2.76%2.57
Initial Investment
$10,000.00
Final Value
$11,028,157.12
Regulatory Fees
$55,110.57
Total Slippage
$381,886.70
Invest in this strategy
OOS Start Date
Aug 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, risk-on/off, volatility hedge, momentum + mean reversion, daily rebalance, no leverage
Tickers in this symphonyThis symphony trades 19 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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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.

"Four Corners | No Leverage" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Four Corners | No Leverage" is currently allocated toBTAL, VIXYandTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Four Corners | No Leverage" has returned 26.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Four Corners | No Leverage" is 16.78%. 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 "Four Corners | No Leverage", 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.