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Symphonies
Leveraged | TQQQ FTLT | SPY FTLT | Hedged | Feaver Edition
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, tech‑tilted portfolio that switches among leveraged stock funds, Treasuries, cash, and volatility ETFs using a long‑term trend filter and a 0–100 “heat” gauge. It aims to ride uptrends, buy sharp dips, and hedge crashes with bonds and VIX.
NutHow it works
First it checks the market trend (is the S&P 500 above its 200‑day average? a long‑term trend line). In “good weather” it rides stock uptrends with leveraged tech/S&P funds; if prices look too hot by an RSI heat gauge (0–100), it parks in T‑bills, gold, or bonds. In “bad weather” it buys brief dips or flips to inverse stock funds, Treasuries, or VIX hedges. Separate modules short volatility when calm and buy volatility when fear spikes.
CheckmarkValue prop
Out-of-sample, this strategy delivers about 24.3% annualized vs SPY's 19.2%, with lower max drawdown (18.37% vs 18.76%) and a Calmar of 1.32, offering strong risk-adjusted upside and robust regime hedging, not just buy and hold.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.470.470.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.11%15.56%1.36%5.73%0.9
Leveraged | TQQQ FTLT | SPY FTLT | Hedged | Feaver Edition
545.92%68.11%0.7%8.15%2.35
Initial Investment
$10,000.00
Final Value
$64,592.47
Regulatory Fees
$133.63
Total Slippage
$817.00
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged etfs, trend-following, mean-reversion, volatility hedging, bond rotation, tactical allocation, long/short, regime filter, risk-managed
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, BILandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.29%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.37%. 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.