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

About

A daily-rebalanced, multi-strategy framework that blends leveraged ETFs, commodities, volatility plays, and bonds, using RSI, moving averages, and risk metrics to pick top ideas while maintaining diversification and risk control.
NutHow it works
- Run a large set of independent rule-blocks (modules) that each suggest a ticker to own or cash to hold. - Each module uses simple, familiar inputs like RSI (momentum/overbought-oversold), moving averages (trend), and volatility measures to decide which asset looks strongest or riskiest. - Some blocks aim to pick the single best asset from a small group (top/bottom N by a metric); others allocate a fixed weight or keep cash. - There are separate “defense” and “risk-off” modules that favor bonds or low-volatility positions when signals indicate risk is high. - After evaluating all modules, the system combines signals with a cash-equivalently weighted scheme to form a daily-rebalanced target portfolio, balancing aggressive leveraged bets with safety components to dampen risk.
CheckmarkValue prop
Out-of-sample: ~33% annual return vs SPY ~21%. A diversified, daily-rebalanced mix of leveraged ETFs, bonds, commodities & volatility plays with built-in risk controls. Higher upside with adaptive defense, but expect larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
1.160.750.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
128.24%14.2%-1.77%0.2%0.75
153,802.83%225.75%0.05%22.87%2.9
Initial Investment
$10,000.00
Final Value
$15,390,282.90
Regulatory Fees
$92,347.82
Total Slippage
$620,697.20
Invest in this strategy
OOS Start Date
Apr 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Diversified quant strategies, leveraged etfs, multi-signal framework, risk management, dynamic allocation
Tickers in this symphonyThis symphony trades 48 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X 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 toUSDU, DBC, UGL, TQQQ, SH, SOXS, UNH, WMT, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.21%. 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.