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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, tactical mix that rides tech uptrends with leveraged funds, flips short or into hedges when prices look overheated, rotates to Treasuries or gold in stress, and uses a managed‑futures gauge (KMLM) to decide when to play offense or defense.
NutHow it works
Daily: 1) Check if SPY is in an uptrend (above its 200‑day average). 2) Five engines set positions: EMs use a 3× bull fund when strong, else a 3× bear. Tech buys a 3× Nasdaq fund (e.g., TQQQ) after pullbacks; if overheated, switch to crash hedges, defensive long‑short, Treasuries or gold. A 20‑day trend in KMLM (a managed‑futures fund) flips offense or defense. Bonds: switch 3× long/short Treasuries. Gold: long or inverse. RSI = how stretched price is (0–100); a moving average is the recent average price.
CheckmarkValue prop
Out-of-sample annualized return 29.50% vs S&P 28.53%, with positive alpha ~0.04%. Calmar ~0.99. Diversified, tactical exposure across tech/EM, bonds, gold, and managed futures targets higher upside and regime-shift protection vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.280.180.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
69.62%11.75%-1.77%0.2%0.73
Golden Ratio Sorter
34,601.38%241.91%-6.95%11.69%3.42
Initial Investment
$10,000.00
Final Value
$3,470,138.28
Regulatory Fees
$7,585.69
Total Slippage
$48,223.04
Invest in this strategy
OOS Start Date
Mar 26, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical, multi-asset, leveraged etfs, momentum, mean reversion, risk-on/off, hedging, emerging markets, tech, treasuries, gold, managed futures
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 MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X 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.

"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 toGDX, BTAL, EDC, GLD, IVV, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Golden Ratio Sorter" has returned 39.36%. 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.