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Symphonies
IFF Fund: All-Star Sorts|BT: 3/11/22 AR 1316% MDD 14.4% (Replaced BULZ->BULZ, XLRE->XLRE, DBMF added again)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switch between aggressive 3x tech/semis in uptrends and hedges (volatility or inverse ETFs) when markets are overheated or weak. Uses simple “heat” (RSI), trend (moving averages), recent returns, and bond trends to guide moves. Very high risk.
NutHow it works
Daily, rules‑based rotation. If the stock trend is up, it rides fast movers (3x tech/semis: TQQQ, SOXL, TECL, UPRO). If prices look “too hot” (RSI = a 0–100 heat meter; high = overheated), it hedges with volatility (UVXY) or shorts (SQQQ/SOXS). If markets look washed‑out (low RSI), it buys the dip—but only if bonds agree. Bond trends also choose TMF (falling rates) vs TMV (rising rates). Multiple mini‑systems vote; the top pick wins each day.
CheckmarkValue prop
Rule-based daily rotation into fast-moving tech with hedges offers outsized upside. OOS annualized return ~63% vs SPY ~23%, Calmar ~1.49. Higher drawdowns imply more risk, but a strong trend-driven edge when markets move.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.820.460.020.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
71.73%15.64%1.36%5.73%0.9
IFF Fund: All-Star Sorts|BT: 3/11/22 AR 1316% MDD 14.4% (Replaced BULZ->BULZ, XLRE->XLRE, DBMF added again)
68,800.45%478.77%8.93%41.54%3.56
Initial Investment
$10,000.00
Final Value
$6,890,045.27
Regulatory Fees
$31,046.57
Total Slippage
$203,665.52
Invest in this strategy
OOS Start Date
Apr 18, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following + mean reversion, leveraged etfs, volatility hedging, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUPRO, EWZ, QQQ, SVXY, LABD, UDOWandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 63.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.49%. 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, crypto, and options.