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Symphonies
HEDGED & LEVERAGED - BONDS & STOCKS - V4
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based mix of US stocks and Treasuries that reads TLT’s trend to switch between leveraged stocks+bonds, short‑bonds+stocks, or a 1‑month momentum pick, with a hedged fund (PHDG) in uptrends. This configuration uses the 3× sleeve.
NutHow it works
Daily it looks at TLT (long US Treasury bonds) as a signal. If TLT is above its long‑term average: hold UPRO=3x S&P 500, TMF=3x long Treasuries, and PHDG=downside‑hedged S&P. If TLT is weak short‑term: hold TMV=3x short Treasuries and UDOW=3x Dow. Otherwise: put ~75% in the 1‑month winner among [TMF, UPRO, TMV, MOAT=quality stocks, BRK/B=Berkshire, USMV=low‑vol stocks]. There are 1x/2x analogs; this version uses 3x.
CheckmarkValue prop
Regime-driven, hedged 3x stocks/bonds with daily rebalancing. OOS: 8.35% annualized, Sharpe 0.43, Calmar 0.28, beta ~0.90. Diversifies risk and adds downside-resistant exposure versus a pure S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.920.340.59
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
525.14%14.74%5.16%1.72%0.9
HEDGED & LEVERAGED - BONDS & STOCKS - V4
4,324.23%32.88%5.53%-0%1.21
Initial Investment
$10,000.00
Final Value
$442,422.66
Regulatory Fees
$1,952.41
Total Slippage
$11,945.74
Invest in this strategy
OOS Start Date
Nov 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged tactical allocation, trend following, momentum, us stocks, us treasuries, hedged, daily rebalance
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
DDM
ProShares Ultra Dow30
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
MOAT
VanEck Morningstar Wide Moat ETF
Stocks
PHDG
Invesco S&P 500 Downside Hedged ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TBT
ProShares Trust UltraShort Lehman 20+ Year Treasury
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 6.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.21%. 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.