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Symphonies
Hedge2 | NO Leverage | ALL NUMBERS
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, tech-tilted strategy: ride QQQ in uptrends, buy dips, and hedge or move to cash/short when markets overheat or weaken, using RSI, trend filters (incl. KMLM), and VIX ETFs; adds Treasuries/cash for defense in stress.
NutHow it works
- Big picture: If the S&P 500 is trending up (above its 200‑day avg), hold QQQ; if trending down, go to cash‑like SHV or short QQQ (PSQ). - Buy dips, sell/hedge pops: RSI is a 0–100 “speedometer.” Around <30 = oversold (buy QQQ); >75–80 = overheated (use VXX/UVXY or step out). - TQQQ is a fast gauge: big, fast gains or weakness raise hedge/cash odds. - KMLM check: If KMLM is below its 20‑day avg, tighten risk (favor PSQ/SHV/TLT). - What’s what: QQQ=Nasdaq‑100; PSQ=short QQQ; VXX/UVXY=VIX ETFs; SHV=T‑bills (cash‑like); TLT=long Treasuries; KMLM=managed‑futures trend gauge. - Exposure: mainly big tech (via QQQ), plus volatility hedges, Treasuries, and cash when needed.
CheckmarkValue prop
Out-of-sample edge: ~12.6% annualized return with only ~7.3% max drawdown, Calmar ~1.73, and Sharpe ~0.81. Lower downside, disciplined tech exposure, and resilient risk management vs. the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.130.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
63.61%12.99%6.16%5.09%0.78
Hedge2 | NO Leverage | ALL NUMBERS
651.28%64.9%2.48%3.72%3.65
Initial Investment
$10,000.00
Final Value
$75,127.81
Regulatory Fees
$205.98
Total Slippage
$1,328.51
Invest in this strategy
OOS Start Date
Feb 11, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, volatility hedging, multi-asset, rules-based
Tickers in this symphonyThis symphony trades 41 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
OILK
ProShares K-1 Free Crude Oil 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.

"Hedge2 | NO Leverage | ALL NUMBERS" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Hedge2 | NO Leverage | ALL NUMBERS" is currently allocated toVXX, QQQ, UVXYandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Hedge2 | NO Leverage | ALL NUMBERS" has returned 16.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Hedge2 | NO Leverage | ALL NUMBERS" is 7.43%. 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 "Hedge2 | NO Leverage | ALL NUMBERS", 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.