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Symphonies
IFF Fund: The Power of Correlation - Sandy's Dragon | BT: 1/4/16 AR 58.3% MDD 9.5%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based portfolio that rides strong trends in stocks or Treasuries with 3x funds, shifts to gold/USD/defensive sectors or short ETFs when risk rises, and adds a small volatility hedge to blunt big shocks. Past results are backtested.
NutHow it works
It checks three things daily: stocks, long‑term Treasuries, and “safety” (gold/USD/T‑bills). • Stocks calm/up → lean into 3x stock funds (Nasdaq/S&P/Tech/Semis: TQQQ, UPRO, TECL, SOXL). • Stocks weak or rates rising → rotate to defensives (staples, energy, quality, BTAL), USD/gold, or short stocks (SQQQ/SDS). • Long bonds up → buy 3x Treasuries (TMF); stretched/down → use TMV or stay safe. • A small sleeve buys UVXY when markets look too hot and buys sharp tech dips. Steadier choices get bigger weights.
CheckmarkValue prop
Out-of-sample, this rules-based strategy beats the S&P on return and risk: 27.66% vs 20.90% annualized; Sharpe 1.28 vs 1.18; Calmar 1.66; max drawdown 16.70% vs 18.76%; beta 0.78.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.320.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
327.56%13.93%1.36%5.73%0.82
IFF Fund: The Power of Correlation - Sandy's Dragon | BT: 1/4/16 AR 58.3% MDD 9.5%
10,215.44%51.6%2.98%11.66%2.76
Initial Investment
$10,000.00
Final Value
$1,031,543.92
Regulatory Fees
$2,663.73
Total Slippage
$16,525.61
Invest in this strategy
OOS Start Date
May 5, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend/momentum, leveraged etfs, risk-on/risk-off, volatility hedge, rate timing, sector rotation
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, USDU, TMF, UUP, SPY, BTAL, TQQQ, SH, GLD, XLYandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 27.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.69%. 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.