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Symphonies
Leveraged | TQQQ FTLT | 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 rules-based, multi-sleeve strategy that rides tech/US stock uptrends with leverage, hedges or shorts in downturns, and rotates into Treasuries, volatility, and commodity trends. Uses simple trend/overbought/oversold signals. High risk; positions can change quickly.
NutHow it works
Think of traffic lights. First it checks the market trend (is the S&P 500 above its long-term average?). Green: ride big winners with levered index funds (TQQQ, SPXL/UPRO). Yellow: if prices ran too fast (a speedometer called RSI is very high), park in T‑bills (SHV/SHY) or buy crash insurance (UVXY/VIXY). Red: hedge or short (SQQQ/SPXU) or move to Treasuries (TLT/TMF). Side sleeves trade trends in oil/nat‑gas/energy/clean energy/agriculture and run a cautious short‑vol sleeve (SVIX/SVXY when calm; BTAL when not).
CheckmarkValue prop
Out-of-sample: ~26% annualized vs ~20% SPX; max drawdown ~18.6% (slightly better) and Calmar ~1.40. Diversified sleeves provide downside protection and stronger risk-adjusted gains than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.40.540.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
65.25%13.88%-1.77%0.2%0.83
Leveraged | TQQQ FTLT | SPY FTLT | Hedged (Public)
484.55%57.91%0.02%2.01%2.13
Initial Investment
$10,000.00
Final Value
$58,455.31
Regulatory Fees
$128.67
Total Slippage
$770.29
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Trend-following, tactical allocation, leveraged etfs, hedged, volatility, commodities, treasuries
Tickers in this symphonyThis symphony trades 48 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toXME, FCG, KOLD, XOP, DBA, UUP, DBC, SHY, SPXL, DBO, SPXU, BTAL, TQQQ, SHV, XLE, SQQQandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.57%. 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.