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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/hedge system that buys QQQ on dips, fades overheated markets with VIX ETFs, and uses trend filters (SPY’s 200‑day, KMLM) plus safety sleeves (BTAL/USMV/cash). It rotates among sub-strategies and keeps ~20% in BTAL.
NutHow it works
It uses simple gauges: RSI (0–100 “hot/cold” meter), moving averages (trend), and the VIX (fear index via ETFs). 1) If the S&P 500 (SPY) is above/below its 200‑day average, it sets a bull/bear stance. 2) Overbought? It buys a mix of VIX funds (UVXY/VXX/VIXM) sized by how extreme it is. 3) Oversold? It buys QQQ; in weak trends it uses PSQ or cash (SHV). 4) After big VIX spikes, it later flips to short‑vol (SVXY/SVIX) with safety sleeves (BTAL/USMV). 5) A KMLM check (a managed‑futures trend fund) nudges choices toward QQQ when KMLM is weak and toward TLT/cash when KMLM is strong. 6) About 20% stays in BTAL for diversification.
CheckmarkValue prop
Out-of-sample, this rules-based strategy cuts downside risk with compelling risk-adjusted gains: ~11.8% annualized vs SPY ~17.5%, only ~6.5% max drawdown vs ~18.8%, beta ~0.41, Calmar ~1.81—more resilient, still competitive growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.66-0.020-0.02
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
56.78%13.03%1.36%5.73%0.77
Frontrunner | NO Leverage | ALL NUMBERS
973.68%90.92%-1.12%1.95%4.27
Initial Investment
$10,000.00
Final Value
$107,368.02
Regulatory Fees
$260.44
Total Slippage
$1,689.61
Invest in this strategy
OOS Start Date
Feb 11, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility trading, mean reversion, trend following, risk hedging
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 11.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.51%. 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, crypto, and options.