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Symphonies
Frankenbot
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based swing strategy. In uptrends it buys beaten‑down 3x tech/S&P funds for rebounds; when markets run too hot it hedges with volatility funds; and in weak regimes it parks in defensive assets (cash‑like T‑bills, bonds, USD, or commodities). Very aggressive and tactical.
NutHow it works
It’s a daily switchboard. First it checks if the S&P 500 (SPY) is above its 200‑day average (uptrend) and long‑term trend. Then it uses short‑term “heat/cold” (RSI: 0–100; >70 hot, <30 cold) and recent returns to pick what to hold: 3x stock funds (TQQQ=Nasdaq, UPRO/SPXL=S&P, SOXL=semis), or hedges (UVXY/VIXY=volatility), or safe assets (BIL=T‑bills, AGG=bonds, USDU=dollar, TMF=long Treasuries, DBC=commodities). It often buys laggards for snap‑backs; in downtrends it favors defensive winners.
CheckmarkValue prop
Adaptive, rule-based strategy aiming for near-SPY upside with built-in hedges and defensive assets; out-of-sample return ~22.35% vs SPY ~24.25%, but provides diversification and regime-driven risk management via volatility and cross-asset signals.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.361.060.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
139.59%14.74%-0.06%-1.69%0.78
Frankenbot
366,937.04%263.99%9.34%3.11%2.21
Initial Investment
$10,000.00
Final Value
$36,703,704.12
Regulatory Fees
$131,708.24
Total Slippage
$923,870.72
Invest in this strategy
OOS Start Date
Oct 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, multi-asset, leveraged etfs, volatility hedging, trend-following, mean-reversion, daily rebalanced
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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.

"Frankenbot" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Frankenbot" is currently allocated toUSDU, BILandAGG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Frankenbot" has returned 19.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Frankenbot" is 51.56%. 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 "Frankenbot", 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.