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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 stability, plus 24.75% in 3× semiconductors (SOXL), 16.2% in short VIX futures (SVXY), and 4.05% in 3× short long‑term Treasuries (TMV). Seeks upside in calm, chip‑led, rising‑rate markets; high crash risk; no rebalancing.
NutHow it works
55% goes to BIL (very short‑term US Treasury bills—cash‑like). The other 45% splits into 24.75% SOXL (tries to triple daily moves of big chip stocks—very volatile), 16.2% SVXY (benefits when market “fear” stays low), and 4.05% TMV (gains when long‑term interest rates rise). No rebalancing. It’s a barbell: mostly safe, small bold bets. Works best when chips rally, markets are calm, and rates rise; can drop sharply in panics.
CheckmarkValue prop
Out-of-sample edge: ~28.7% annualized return vs ~21.8% for SPY, via a barbell blend of safety and bold bets. Higher upside in calm, rising-rate markets, but ~39% drawdowns in shocks.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.021.440.730.86
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Hedgefundie explores the suppository isle | Deez | 9JUN2023
1,732.73%22.35%-3.73%12.94%0.86
Initial Investment
$10,000.00
Final Value
$183,273.28
Regulatory Fees
$69.12
Total Slippage
$291.84
Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Barbell, leveraged etfs, short volatility, semiconductors, short long-term treasuries, cash/t-bills
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 ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury 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.

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 25.30%. 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.