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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

Daily, no‑leverage tactical mix that shifts among growth, cash, bonds, and hedges. It adds VIX/Treasuries when markets look overheated; otherwise it rotates across four regimes using trend and credit signals, with a buy‑the‑dip rule for tech.
NutHow it works
Each day it asks: are stocks or key sectors unusually hot (10‑day RSI—a “hot/cold” score—very high)? If yes, it hedges for a likely pullback using mostly a VIX fund plus long Treasuries and an anti‑beta stock fund. Otherwise it runs a Four‑Corners model: using longer‑term tech vs. utilities strength and credit vs. T‑bills, it picks risk‑on, cautious, defensive, or bearish mixes (growth, cash, bonds, inverse). It also buys tech on sharp dips.
CheckmarkValue prop
Out-of-sample track record beats the S&P: 28.1% annualized return vs 23.7%, Sharpe ~1.35 vs 1.30, Calmar ~1.92, max drawdown 14.6% vs 18.8%. No leverage, daily tactical shifts offer higher upside with lower risk.
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
649.52%14.96%0.54%-0.34%0.91
Four Corners | No Leverage
107,803.61%62.17%-3.17%-2.75%2.58
Initial Investment
$10,000.00
Final Value
$10,790,361.29
Regulatory Fees
$52,893.88
Total Slippage
$366,519.77
Invest in this strategy
OOS Start Date
Aug 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, volatility hedge, mean reversion, momentum, multi-asset, 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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Four Corners | No Leverage" has returned 27.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Four Corners | No Leverage" is 14.94%. 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.