Skip to Content
Symphonies
Layered Risk Algorithm - Primary Risk Appetite Test = European Financials ETF vs. Insurance ETF
Today’s Change
—

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

About

Daily, rules-based rotation. First it asks if European banks are beating U.S. insurers to gauge risk appetite. Then short-term heat gauges and macro checks choose between growth plays (semis/tech/energy/finance) or hedges/defensives (Treasuries, VIX, staples), plus oil/gas sleeves.
NutHow it works
Step 1: Risk check—are European banks EUFN beating U.S. insurers KIE over ~2 weeks? If yes, lean risk-on; if no, risk-off. Step 2: Short-term heat gauges (RSI: 0–100; low=washed out, high=overheated) on junk bonds JNK, big tech QQQ and the S&P 500 SPY decide whether to buy dips or add hedges (VIX funds that rise when volatility jumps, Treasuries, defensives). Step 3: Macro filters (bonds, commodities, volatility) choose baskets: risk assets (semis/tech/energy/financials), or defensives/shorts/currency hedges. Rebalanced daily.
CheckmarkValue prop
Out-of-sample Sharpe 3.66 vs SPY 1.40; OOS return ~55% vs ~22%; drawdown ~1.17% vs ~2.04%; beta ~0.75; Calmar ~47. A disciplined, regime-aware daily multi-asset rotation delivering higher upside with lower market risk than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.360.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
436.12%14.21%6.16%5.09%0.86
Layered Risk Algorithm - Primary Risk Appetite Test = European Financials ETF vs. Insurance ETF
27,542.75%56.02%6.18%12.75%2.84
Initial Investment
$10,000.00
Final Value
$2,764,274.69
Regulatory Fees
$13,452.55
Total Slippage
$85,140.45
Invest in this strategy
OOS Start Date
Jan 16, 2026
Trading Setting
Daily
Type
Stocks
Category
Multi-asset tactical rotation, macro regime, volatility-aware, hedged, equities, bonds, commodities, currencies
Tickers in this symphonyThis symphony trades 113 assets in total
Ticker
Type
ADM
Archer Daniels Midland Company
Stocks
AJG
Arthur J. Gallagher & Co.
Stocks
ANDE
Andersons Inc/The
Stocks
ASML
ASML Holding NV
Stocks
AVGO
Broadcom Inc. Common Stock
Stocks
AZO
AutoZone, Inc.
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BRO
Brown & Brown, Inc.
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 toTMFandVIXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.14%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.63%. 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.