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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

Daily, swing between offense and defense. Buy 3x tech/Nasdaq on sharp dips when the market’s long-term trend is up; hedge or sit in bonds/cash when it’s overheated or weak. Small, trend‑based crypto sleeve. Sector ETFs are the fallback path.
NutHow it works
Daily, it checks two things: the long-term trend (is the market/Bitcoin above its 200‑day line?) and short-term stretch (has price fallen or jumped too fast?). If the trend is up and price just fell hard, it buys aggressive tech (e.g., TQQQ/TECL). If things look overheated, it hedges or parks in bonds/cash. A small crypto sleeve turns on only when Bitcoin trends up.
CheckmarkValue prop
Out-of-sample, the strategy targets ~28.2% annualized returns with ~0.85 Sharpe, versus ~18% for the S&P. It dynamically shifts between offense and defense to capture tech rallies and hedge risk—though drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.321.430.470.68
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|10.5.23 AR 339.2% MDD 5.4%
300.45%76.89%-2.79%-2.35%1.9
Initial Investment
$10,000.00
Final Value
$40,045.38
Regulatory Fees
$110.75
Total Slippage
$617.40
Invest in this strategy
OOS Start Date
Jun 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical, leveraged etfs, mean-reversion, trend-following, volatility hedging, sector rotation, crypto sleeve
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 toTMF, QQQ, SPXS, SHV, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.34%. 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.