Skip to Content
Symphonies
IC Asset Focus
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily‑rebalanced, rules‑based “risk‑on/risk‑off” blend. In calm uptrends it rides 3x U.S. stocks with a 3x Treasury counterweight; on big drops or fear spikes it rotates to cash‑like bonds, gold, dollar, utilities, or hedges.
NutHow it works
Each day it checks simple “dashboard” lights: trend (moving averages), choppiness (volatility), recent drops, and fear (VIX). If calm and trending up, it runs a 55/45 barbell: 3x U.S. stocks (TQQQ/UPRO) and 3x long Treasuries (TMF). If big dips appear, it often buys the 3x dip; if fear spikes or trends break, it shifts to a safety mix (short‑term Treasuries, gold, U.S. dollar, utilities) or short/volatility hedges. Several lookbacks run in parallel and are averaged.
CheckmarkValue prop
Out-of-sample, this strategy targets higher growth: ~27.5% annualized vs ~17.9% for the S&P 500, with dynamic risk-on/risk-off hedging (3x stocks with treasury/gold ballast). More upside and diversification, but larger drawdowns in volatility spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.90.950.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
156.45%14.99%-1.77%0.2%0.8
IC Asset Focus
72,438.63%165.64%-2.38%0.37%2.7
Initial Investment
$10,000.00
Final Value
$7,253,863.13
Regulatory Fees
$16,812.71
Total Slippage
$106,900.79
Invest in this strategy
OOS Start Date
Aug 27, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, trend following, risk-on/risk-off, volatility targeting, dip buying, hedging, sector rotation, managed futures, macro signals
Tickers in this symphonyThis symphony trades 90 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMGN
Amgen Inc
Stocks
AMZN
Amazon.Com Inc
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AXP
American Express Company
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

"IC Asset Focus" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IC Asset Focus" is currently allocated toUPRO, IEO, USDU, DBC, NVDA, SPXL, TQQQ, AAPL, AMZN, TSLA, XLU, AMD, TSM, TMV, MSFT, VIXMandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IC Asset Focus" has returned 19.50%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IC Asset Focus" is 41.58%. 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 "IC Asset Focus", 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.