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Symphonies
Frontrunner | NO Leverage | ALL NUMBERS
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, swing‑trading portfolio that rotates among QQQ, cash‑like T‑Bills, short QQQ, and VIX hedges using simple “overbought/oversold” and trend signals. Always keeps ~20% in a market‑neutral anti‑beta fund (BTAL) as ballast.
NutHow it works
- First, it checks the market’s trend (S&P 500 vs its 200‑day average) and whether volatility just spiked. - In calm/uptrends it mostly owns QQQ. If prices look overheated, it briefly buys VIX funds as a hedge. If prices look washed‑out, it buys QQQ for a rebound. - If signals are weak, it parks in T‑Bills (SHV) or shorts QQQ (PSQ). About 20% always sits in BTAL for defense. - A simple check on KMLM helps tilt between offense and defense.
CheckmarkValue prop
Active, regime-switching strategy with strong downside protection: OOS max drawdown ~6.5% vs SPY ~18.8%, SD ~0.143, Calmar ~0.96, plus 20% BTAL ballast and volatility hedges for steadier, risk-adjusted upside versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.62-0.040-0.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
56.54%12.13%0.54%-0.34%0.74
Frontrunner | NO Leverage | ALL NUMBERS
955.28%82.62%-2.44%-0.79%3.92
Initial Investment
$10,000.00
Final Value
$105,527.74
Regulatory Fees
$293.86
Total Slippage
$1,894.01
Invest in this strategy
OOS Start Date
Feb 11, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, regime switching, volatility hedging, momentum/rsi, market timing, risk management, multi-asset, alternatives
Tickers in this symphonyThis symphony trades 41 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
OILK
ProShares K-1 Free Crude Oil 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.

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

The symphony is currently allocated toQQQ, BTAL, SHVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 8.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.14%. 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.