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Symphonies
LIQ. El Dorado (MBM) | BT 3/13/17 LIVE 2.5.24-5.12.25 +4%
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical, multi-asset, leverage-rich portfolio selected by momentum and risk rules across global markets.
NutHow it works
A daily-rebalanced, rules-based system that builds a small, diversified basket from a wide universe of ETFs. It uses momentum and risk screens (momentum indicators, moving averages, volatility measures, drawdown controls) to pick top assets for long exposure and a separate set for hedges/shorts. The model rotates across regions (US, Europe, China, emerging markets) and styles (tech, semiconductors, bonds, volatility), applying layered filters (top/bottom sorts) to form a lean, leverage-heavy portfolio with built-in risk controls.
CheckmarkValue prop
Out-of-sample, this daily global momentum strategy uses leverage with risk controls to deliver higher risk-adjusted returns than the S&P: Sharpe ~1.10 vs ~0.99, annualized return ~46.7% vs 18.6%, Calmar ~1.33, with diversified exposure.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.320.60.060.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
70.37%14.22%-1.77%0.2%0.84
LIQ. El Dorado (MBM) | BT 3/13/17 LIVE 2.5.24-5.12.25 +4%
19,913.28%275.14%-0.27%10.48%3.38
Initial Investment
$10,000.00
Final Value
$2,001,327.76
Regulatory Fees
$9,346.56
Total Slippage
$58,965.81
Invest in this strategy
OOS Start Date
Jan 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Strategy architecture: multi-layer rsi/momentum-based global tactical asset allocation (leveraged/inverse etfs)
Tickers in this symphonyThis symphony trades 98 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BNDX
Vanguard Total International Bond ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CBON
VanEck China Bond ETF
Stocks
CHAU
Direxion Daily CSI 300 China A Share Bull 2X ETF
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CTA
Simplify Managed Futures Strategy 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 toLABU, DBO, EURLandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 56.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.15%. 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.