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Symphonies
Leveraged | TQQQ FTLT | SPY FTLT | Hedged | V1.1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based strategy: ride stock uptrends (often with leveraged tech funds), but when prices look overheated or volatility spikes, shift fast into hedges like Treasuries, gold, dollar strength, or long‑volatility. Very active and high risk.
NutHow it works
It follows a daily rulebook that checks: trend (is the S&P 500 above/below its long‑term average?), stretch (RSI: 0–100; >80 overheated, <30 washed‑out), volatility (is VIX rising/jumpy?), and bond strength. Calm uptrends → hold aggressive stock funds (TQQQ, SPXL/UPRO, tech). Overheated → move to cash‑like SHV or add gold/bonds. Downtrends/turmoil → rotate to shorts (SQQQ/SPXU), Treasuries (TMF/TLT), long‑vol (UVXY), or BTAL. Crash flags can add UUP or SCO.
CheckmarkValue prop
Out-of-sample, this strategy targets higher upside (~24.8%/yr) with smaller drawdowns (~17.6%) and a strong Calmar ratio vs SPY, thanks to dynamic hedging and rapid regime shifts that ride uptrends while reducing risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.670.230.48
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.78%14.65%-0.15%0.4%0.87
Leveraged | TQQQ FTLT | SPY FTLT | Hedged | V1.1
760.14%75.41%4.21%2.86%2.45
Initial Investment
$10,000.00
Final Value
$86,014.00
Regulatory Fees
$277.37
Total Slippage
$1,721.08
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Quantitative, trend-following, tactical allocation, volatility hedging, leveraged etfs, long/short, risk-on/risk-off, multi-asset
Tickers in this symphonyThis symphony trades 49 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
DOG
ProShares Short Dow30
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
ERY
Direxion Daily Energy Bear 2X Shares
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 toSVXY, SPXL, BTAL, TQQQ, SHV, SQQQ, TYOandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.58%. 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.