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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 “shock absorber.” In calm uptrends it rides tech‑heavy momentum with leveraged ETFs; if fear or sharp drops appear, it quickly flips to hedges, Treasuries, or cash‑like ETFs. Uses simple signals: trend, recent drop, and RSI heat gauge.
NutHow it works
Each day it checks: trend, stress, and “heat.” Trend = price vs its recent average. Stress = biggest recent drop from a peak (“drawdown”). Heat = RSI, a 0–100 gauge of how fast prices rose/fell (high=hot/overbought, low=cold/oversold). In calm uptrends it buys fast, tech‑heavy funds (TQQQ/TECL/SOXL). If fear spikes (VIX funds jump) or drops deepen, it shifts to hedges/shorts (SQQQ/SOXS/UVXY) or T‑bills. It can favor Treasuries when bonds lead, and runs a small China bounce/fade. Rebalances daily.
CheckmarkValue prop
Out-of-sample: ~83% annualized return, Sharpe ~1.75 vs SPY ~1.50, Calmar ~2.54. Higher risk-adjusted upside with active hedging—capturing rallies while limiting downside, delivering stronger, steadier gains versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.910.310.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
286.73%13.62%-0.15%0.4%0.8
LBT | Monotonic Microblob-δ w/ BSC (Aug2015-Current)
860,522.26%135.17%8.99%14.62%2.13
Initial Investment
$10,000.00
Final Value
$86,062,225.95
Regulatory Fees
$321,975.26
Total Slippage
$2,270,231.57
Invest in this strategy
OOS Start Date
Nov 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility hedging, trend following, mean reversion, daily rebalance, risk management
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 toBTAL, TQQQandEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 84.55%. 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, and options.