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Symphonies
IFF Fund: Lost in The Market v3|10.5.23
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule-based fund that rotates across major indices, sectors, volatility hedges, and crypto, using momentum and trend signals to buy/sell and to hedge risk.
NutHow it works
Daily, rule-based rebalancing across many market blocks (big index bets, sector rotations, hedges, and crypto). Each block runs signals like price vs moving average, momentum strength (RSI), and trend checks to decide buys/sells. Capital is allocated across blocks with weights; winners get more money, hedges protect against volatility, crypto plays offer optional diversification.
CheckmarkValue prop
Out-of-sample, this rule-based, multi-asset strategy delivers ~56.8% annualized return and a Sharpe of 1.37 vs SPY’s ~1.00, with a Calmar ~1.71. Diversified momentum across sectors, hedges, and crypto targets higher upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.561.240.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
62.58%22.12%-1.77%0.2%1.35
IFF Fund: Lost in The Market v3|10.5.23
544.46%115.11%-2.7%-1.47%2.46
Initial Investment
$10,000.00
Final Value
$64,446.01
Regulatory Fees
$167.24
Total Slippage
$975.24
Invest in this strategy
OOS Start Date
Jul 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Momentum-based, sector/market-rotation, multi-asset, leveraged/hedged, crypto sleeve
Tickers in this symphonyThis symphony trades 88 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
BITC
Bitwise Trendwise Bitcoin and Treasuries Rotation Strategy ETF
Stocks
BITF
Bitfarms Ltd. Common Stock
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BITQ
Bitwise Crypto Industry Innovators ETF
Stocks
BITS
Global X Blockchain & Bitcoin Strategy ETF
Stocks
BITX
2x Bitcoin Strategy ETF
Stocks
BKCH
Global X Blockchain 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.

"IFF Fund: Lost in The Market v3|10.5.23" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"IFF Fund: Lost in The Market v3|10.5.23" is currently allocated toTMF, QQQ, SPXS, SHV, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "IFF Fund: Lost in The Market v3|10.5.23" has returned 45.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "IFF Fund: Lost in The Market v3|10.5.23" is 33.19%. 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 "IFF Fund: Lost in The Market v3|10.5.23", 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.