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

About

A daily, rules-based risk-on/risk-off portfolio. It rides trends in tech/Nasdaq, EM, Treasuries and gold using moving averages (trend) and RSI (hot/cold), plus a KMLM signal as an early storm warning, then quickly hedges or shorts when conditions worsen.
NutHow it works
Daily, it checks trend and heat. Trend: is price above its long-term average (200-day MA)? Heat: RSI, a “hot/cold” meter of recent moves. In uptrends it rides fast movers (3x tech/Nasdaq, EM). If things look overheated or volatility rises, it hedges (VIX, anti-beta) or shifts to bonds/gold. A special switch watches KMLM (managed futures); when KMLM is strong it goes defensive or shorts QQQ. Separate bond and gold modules trend-trade Treasuries and gold. Golden-ratio weights split risk.
CheckmarkValue prop
Out-of-sample, this strategy targets higher growth (35.2% vs 26.8% SPX) via diversified trend/futures signals and hedges. Expect higher drawdowns (~30%), but Calmar ~1.18 indicates strong long-run risk-adjusted potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.290.20.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
72.35%12.27%-0.15%0.4%0.76
Golden Ratio Sorter
34,784.77%247.31%6.39%14.53%3.49
Initial Investment
$10,000.00
Final Value
$3,488,477.47
Regulatory Fees
$7,146.43
Total Slippage
$45,383.16
Invest in this strategy
OOS Start Date
Mar 24, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend-following, risk-on/risk-off, leveraged etfs, hedged, managed futures, bonds, gold, tech, semiconductors, em
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AEM
Agnico Eagle Mines Ltd.
Stocks
AGI
Alamos Gold Inc. Class A Common Shares
Stocks
AR
ANTERO RESOURCES CORPORATION
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CTVA
Corteva, Inc. Common Stock
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
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.

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

"Golden Ratio Sorter" is currently allocated toQQQ, EDC, TLT, IVVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Golden Ratio Sorter" has returned 50.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Golden Ratio Sorter" is 29.91%. 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 "Golden Ratio Sorter", 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.