Skip to Content
Symphonies
Leveraged Golden Butterfly (17% APY 44% DD) Since 1992
Today’s Change
—

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

About

A high-powered “all‑weather” mix: 36% 3x S&P 500 (UPRO), 36% 3x 7–10Y Treasuries (TYD), 28% 2x Gold (UGL). Rebalanced quarterly. Backtests show strong returns (~17%/yr) but deep drops (~44%) are possible due to leverage.
NutHow it works
It splits your money into three leveraged funds and rebalances every quarter: - 36% UPRO: about 3x the daily move of big US stocks (S&P 500) for growth - 36% TYD: about 3x 7–10 year US Treasury bonds for safety in recessions - 28% UGL: about 2x gold as an inflation/crisis hedge Leverage boosts gains and losses.
CheckmarkValue prop
Out-of-sample, this leveraged 3-asset mix beats the S&P on risk-adjusted growth: Sharpe 1.74 vs 1.33; annualized return 41.8% vs 21.4%; Calmar 2.04. Expect larger swings (~20% drawdown) but stronger compounding.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.080.890.510.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
880.97%14.66%-1.77%0.2%0.88
Leveraged Golden Butterfly (17% APY 44% DD) Since 1992
2,312.73%21.01%-1.86%5.75%1
Initial Investment
$10,000.00
Final Value
$241,273.02
Regulatory Fees
$9.98
Total Slippage
$51.85
Invest in this strategy
OOS Start Date
Jul 8, 2023
Trading Setting
Quarterly
Type
Stocks
Category
Leveraged, all-weather, stocks, treasuries, gold, etf, static allocation, quarterly rebalance, diversification, risk management
Tickers in this symphonyThis symphony trades 3 assets in total
Ticker
Type
TYD
Direxion Daily 7-10 Year Treasury Bull 3X ETF
Stocks
UGL
ProShares Ultra Gold
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTYD, UGLandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.50%. 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.