Skip to Content
Symphonies
Leveraged | Hedged FTLT | Feaver Edition V2
Today’s Change
—

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

About

A rules‑based, high‑octane strategy. In uptrends it rides tech/S&P with 3x ETFs; when markets get ‘too hot’ or volatility spikes, it hedges with VIX funds and Treasuries; in downtrends it shifts to bonds, cash‑like T‑bills, or 3x inverse funds. Expect frequent trades.
NutHow it works
Goal: ride uptrends, hedge when markets look too hot, defend in downtrends. - If SPY is above its 200‑day average: own 3x stock funds (SPXL/TQQQ/UPRO). - If short‑term ‘heat’ is extreme (RSI>~80): shift to VIX funds (VIXY/UVXY) plus Treasuries (TLT/TMF) or BTAL. - If trend breaks or vol jumps: move to Treasuries, cash‑like T‑bills (SHV/BIL), or 3x shorts (SQQQ/SPXU). RSI=0‑100 heat gauge; MA=trend line.
CheckmarkValue prop
Out-of-sample edge: ~24.36% annualized vs SPY ~17.8%. Captures strong upside in uptrends with leveraged equities, hedges via VIX/Treasuries, and Calmar ~0.86. Higher drawdowns, but potential for superior long-run growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.590.630.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
73.92%15%7.43%3.01%0.89
Leveraged | Hedged FTLT | Feaver Edition V2
1,192.81%90.84%20.27%17.88%2.29
Initial Investment
$10,000.00
Final Value
$129,280.89
Regulatory Fees
$367.20
Total Slippage
$2,276.00
Invest in this strategy
OOS Start Date
Aug 22, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, trend-following, mean-reversion
Tickers in this symphonyThis symphony trades 35 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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 toSVIX, SPXL, TQQQ, SHV, TMV, VIXM, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.45%. 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.