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Symphonies
Frankenrisky Rebalancer | Backtest 2022-06-22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast-switching, high-risk mix that chases upside in leveraged tech/ARK and energy when trends are strong, then jumps to inverse, volatility, or cash when markets look overheated or fearful. Very aggressive, complex, and prone to big swings.
NutHow it works
It splits money across several risk-on/risk-off sleeves. Signals use: RSI (0–100 hot/cold meter), moving averages (trend), short-term % changes, and volatility (VIX). In uptrends it rides 3x tech/S&P or ARK; when overheated or falling it flips to shorts (SQQQ/SPXU/SARK), volatility (VXX), or cash/bonds/dollar. Energy is traded by trend; long-term signals may favor commodities (PDBC) or gold.
CheckmarkValue prop
Lower market beta with positive out-of-sample risk-adjusted returns (Sharpe ~0.59; Calmar ~0.40) and built-in hedges across tech, energy, volatility, and commodities. Diversifies risk versus the S&P while aiming for steadier drawdowns—tail risk exists.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.230.640.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
70.01%14.88%-1.73%-4.49%0.9
Frankenrisky Rebalancer | Backtest 2022-06-22
209.63%34.37%6.79%11.06%1.21
Initial Investment
$10,000.00
Final Value
$30,962.57
Regulatory Fees
$140.58
Total Slippage
$842.36
Invest in this strategy
OOS Start Date
Nov 14, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Leveraged tech momentum, ark long/short, energy trend, volatility hedges, commodity tilt, bond/cash parking, inverse etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
ARKF
ARK Blockchain & Fintech Innovation ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DIG
ProShares Ultra Energy
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 toSARK, BSV, ERX, DIG, GLDandPDBC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 13.62%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.96%. 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.