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Symphonies
HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER (Now with leverage)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation with leverage. It checks market trend, a TIP “canary,” and momentum to own the 4 strongest assets across stocks, bonds, real estate, and commodities—or sit in T‑bills. A UVXY “spike catcher” may hedge when markets look overheated.
NutHow it works
Daily steps: 1) Trend: If SPY is above its 200‑day average, conditions are “risk‑on”; else “risk‑off.” 2) Black‑Swan: If stocks look very “hot” short‑term or volatility is heating up, buy UVXY briefly. 3) Canary (TIP): If TIP’s past‑year trend is positive, go Offensive: equal‑weight the 4 strongest ETFs by 1–12‑month returns; otherwise hold BIL (T‑bills). Offense spans US/foreign stocks, real estate, long Treasuries, commodities—mostly via 2–3x ETFs.
CheckmarkValue prop
Out-of-sample edge: 31.6% annualized return vs 21.4% for the S&P, Calmar ~1.20, Sharpe ~1.16. Levered, rules-based rotation with volatility hedges aims for stronger upside with disciplined risk controls; drawdowns may rise in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.520.1400.06
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.13%14.55%-1.77%0.2%0.89
HAA CANARY + DUAL MOMENTUM + BLACK SWAN CATCHER (Now with leverage)
83,684.65%59.71%-9.27%9.61%1.32
Initial Investment
$10,000.00
Final Value
$8,378,465.11
Regulatory Fees
$18,784.76
Total Slippage
$120,440.82
Invest in this strategy
OOS Start Date
Jun 10, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, dual momentum, leveraged etfs, volatility hedge, etf rotation, risk management
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EFO
ProShares Ultra MSCI EAFE
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TIP
iShares TIPS Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TNA
Direxion Daily Small Cap Bull 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.

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

The symphony is currently allocated toUPRO, TYD, TMF, DRN, DBC, EDC, TNAandEFO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.34%. 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.