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Symphonies
Funcle - Risk Adjusted Rotator outperforms SPX (18, 12, 2012)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, tactical portfolio rotating among Treasuries (long or short), gold, and the energy complex. It follows trends, avoids overheated moves, and shifts to cash-like Treasuries when signals weaken. Uses some leveraged/inverse ETFs. Rebalanced daily.
NutHow it works
It splits money across 3 sleeves and rebalances daily: (1) Interest rates & gold: trades TMF/TMV (3x up/down long‑term US Treasuries), TLT/TBF (1x), GLD, or parks in SHV/SHY/BND using trends (moving averages) and “heat” (RSI: 0–100; <30 cool/cheap, >70 hot). (2) Energy: rotates among oil/gas ETFs and stocks (XLE, XOP, XOM, CVX, etc.), UCO/BOIL/KOLD, or hedges with DUG/IEF via the same rules. (3) A simple XLE trend backup.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk-adjusted return and drawdown: Sharpe 2.91 vs 1.32; annualized return 28.8% vs 16.3%; max drawdown 3.1% vs 5.1%; beta ~0.24. A disciplined, rules-based, diversified rotation.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.150.170.060.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
499.88%14.16%-1.77%0.2%0.87
Funcle - Risk Adjusted Rotator outperforms SPX (18, 12, 2012)
920.62%18.73%4.01%10.8%1.58
Initial Investment
$10,000.00
Final Value
$102,062.07
Regulatory Fees
$372.75
Total Slippage
$2,123.12
Invest in this strategy
OOS Start Date
Sep 29, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset rotation, trend following, momentum + mean reversion, energy & commodities, rates, gold, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 29 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
COP
ConocoPhillips
Stocks
CVE
Cenovus Energy Inc.
Stocks
CVX
Chevron Corporation
Stocks
DBO
Invesco DB Oil Fund
Stocks
DINO
HF Sinclair Corporation
Stocks
DUG
ProShares UltraShort Energy
Stocks
ENPH
Enphase Energy, Inc.
Stocks
FAN
First Trust Global Wind Energy 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 toFCG, KOLD, TMF, VLO, SHV, XLE, MPC, GLD, UCOandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.07%. 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.