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Symphonies
IFF Fund: Lost in The Market|10.5.23 AR 339.2% MDD 5.4%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily strategy that rides uptrends hard (3× tech/semis on dips), then hedges or goes defensive (cash, Treasuries, volatility or shorts) when markets look stretched. Includes a small, trend‑filtered Bitcoin sleeve. Very high risk and turnover.
NutHow it works
Daily, it asks: is the market trending up (SPY above its 200‑day average)? Then it reads a short‑term “speedometer” called RSI (0–100; low=washed‑out, high=stretched). In uptrends and on dips, it buys aggressive 3× tech/semis. When things look hot, it hedges or moves to long Treasuries or cash. If trend is weak, it parks in T‑Bills or steadier sectors. A small sleeve owns Bitcoin only when its trend is up.
CheckmarkValue prop
Out-of-sample, this rules-based trend strategy seeks big upside (~28% annualized) vs S&P ~18%, with hedges and a crypto sleeve. Calmar ~0.83 signals strong risk-adjusted edge, though bear-market drawdowns can be larger.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.321.440.470.68
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
66.06%23.57%-0.15%0.4%1.43
IFF Fund: Lost in The Market|10.5.23 AR 339.2% MDD 5.4%
312.65%80.65%-0.93%-2.78%1.95
Initial Investment
$10,000.00
Final Value
$41,264.86
Regulatory Fees
$108.08
Total Slippage
$600.37
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, momentum, trend following, sector rotation, leveraged etfs, volatility hedging, crypto sleeve, daily rebalancing
Tickers in this symphonyThis symphony trades 63 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, SOXL, TMF, QQQ, TQQQ, UDOWandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.25%. 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.