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Symphonies
LBT | Monotonic Microblob-δ w/ BSC (Aug2015-Current)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switch that rides tech/semis with leverage in uptrends, flips to bear ETFs or volatility during selloffs/panics, and parks in cash‑like or defensive assets when signals conflict. Very active and high risk.
NutHow it works
Each day it asks: Are stocks trending up, slipping, or in panic? It uses simple yardsticks: price vs 20/50/200‑day averages (trend), RSI (a 0–100 “hot/cold” score), recent peak‑to‑trough drops, and the VIX “fear index.” • Uptrend: rotate into the strongest high‑octane bulls (TQQQ, TECL, SOXL, UPRO, URTY), sometimes short‑vol (SVXY). • Selloff: scale into bear ETFs (SQQQ, SOXS, TECS, SDS, etc.) and/or long volatility (UVXY, VIXM). • Panic spikes: briefly trade volatility or buy the dip in QQQ after a VIX surge that quickly eases. • If mixed: park in T‑bills (BIL/SHV/SHY), BTAL, gold (GLD), energy (XLE), or Treasuries (TMF/UST/UBT).
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.74 vs 1.50; Calmar 2.50; annualized return ~82% vs ~25% for SPY. A fast, trend/volatility driven strategy that rides tech bulls and hedges selloffs for much higher upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.910.310.020.12
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
290.42%13.89%2.19%5.01%0.81
LBT | Monotonic Microblob-δ w/ BSC (Aug2015-Current)
754,005.41%134.56%-1.01%30.94%2.13
Initial Investment
$10,000.00
Final Value
$75,410,541.03
Regulatory Fees
$284,598.85
Total Slippage
$2,003,298.23
Invest in this strategy
OOS Start Date
Nov 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, long/short, trend + mean reversion, volatility trading, daily rotation
Tickers in this symphonyThis symphony trades 52 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
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DDM
ProShares Ultra Dow30
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FXI
iShares China Large-Cap 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 toDRV, DDM, DXD, BTAL, TQQQ, URTY, FAS, SDS, LABD, BIL, SQQQandTYO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 82.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.91%. 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.