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Symphonies
Hedgefundie explores the suppository isle | Deez | 9JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A barbell: 55% in T‑bills for safety and yield, plus 45% split into high‑octane bets—3x semiconductors, short VIX futures, and 3x short long Treasuries. No rebalancing. Can soar in calm, chip‑led rallies but is vulnerable during market panics.
NutHow it works
It’s a static basket. Target mix: 55% in short‑term T‑bills (cash-like), 24.75% in a 3x fund tied to semiconductor stocks, 16.2% in a fund that profits when market volatility (VIX futures) falls, and 4.05% in a 3x fund that gains when long‑term Treasury prices drop. No rebalancing. It’s a barbell: a big cash cushion plus small but high‑octane bets.
CheckmarkValue prop
Out-of-sample: ~28.7% annualized return vs SPY's ~21.8%, Sharpe ~1, Calmar ~0.74. A 55% cash barbell with semis and short-vol seeks big upside in rallies, but with higher drawdown (~38.7% vs SPY ~18.8%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.021.430.730.86
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Hedgefundie explores the suppository isle | Deez | 9JUN2023
1,750.29%22.5%1.64%8.94%0.86
Initial Investment
$10,000.00
Final Value
$185,029.43
Regulatory Fees
$68.64
Total Slippage
$288.91
Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged, short-volatility, semiconductors, rates, barbell, buy-and-hold, high risk, cash buffer
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toBIL, TMV, SOXLandSVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.74%. 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.