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Symphonies
Leveraged SPY FTLT | Hedged (Public)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, hedged portfolio that aims to boost stock gains in uptrends with leverage, cut risk in downtrends using cash, bonds and shorts, and diversify with energy, commodities and volatility trades. Uses simple hot/cold (RSI) and trend signals.
NutHow it works
It’s a rule-based, multi-sleeve portfolio. First it checks if the S&P 500 is in an uptrend (price above its 200-day average). In uptrends it owns amplified stock funds unless things look “too hot” (RSI>80), then it parks in T‑bills or hedges. In downtrends it may short stocks or buy dips when “washed out” (RSI<30). Other sleeves ride trends in long Treasuries, energy/commodities, and trade volatility (short when calm, long when fearful). RSI = a hot/cold score; a moving average is an average of past prices.
CheckmarkValue prop
Out-of-sample, this hedged, multi-sleeve strategy aims for strong risk-adjusted gains with protection: ~12% max drawdown vs ~19% SPY, Calmar ~1.25, beta ~0.7, and ~15% annualized return, plus diversified sleeves.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.320.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
70.39%15.46%2.19%5.01%0.91
Leveraged SPY FTLT | Hedged (Public)
267.83%42.11%2.45%3.71%2.34
Initial Investment
$10,000.00
Final Value
$36,782.68
Regulatory Fees
$94.16
Total Slippage
$554.16
Invest in this strategy
OOS Start Date
Aug 13, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical multi-asset, hedged equity, trend following, momentum, volatility (vix), leveraged etfs, commodities, bonds
Tickers in this symphonyThis symphony trades 47 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAN
First Trust Global Wind Energy 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.

"Leveraged SPY FTLT | Hedged (Public)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Leveraged SPY FTLT | Hedged (Public)" is currently allocated toXME, FCG, DBA, SVIX, UUP, DBC, SHY, SPXL, ICLN, SHV, XLE, TAN, TMV, VIXMandFAN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Leveraged SPY FTLT | Hedged (Public)" has returned 15.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Leveraged SPY FTLT | Hedged (Public)" is 12.08%. 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 "Leveraged SPY FTLT | Hedged (Public)", 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.