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Symphonies
Long Backtest Slime l 10Dec2014 - (USDU-PDBC)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A hyper‑active, high‑risk strategy that rides big tech/semiconductor uptrends with 3x ETFs, flips to 3x bears or UVXY when markets overheat or fall, and rotates into Treasuries, commodities, the dollar, or cash as conditions change.
NutHow it works
Several mini‑strategies trade: - 3x tech/semis (TQQQ, SOXL) or 3x bears (SQQQ, SOXS) - a fear gauge (UVXY) - Treasuries (TLT/TMF/TMV), T‑Bills (BIL) - Commodities (DBC/PDBC), Gold (UGL), US dollar (UUP/USDU) Rules: if stocks trend up and aren’t overheated, hold TQQQ/SOXL; if overheated or falling, switch to SQQQ/SOXS or cash; in panics, take brief UVXY trades; if bonds/commodities/dollar lead, rotate there. Risk is sized down on the most volatile pieces.
CheckmarkValue prop
Adaptive strategy riding tech leadership with 3x ETFs, hedges via brief UVXY, and macro rotations into Treasuries, gold, and the dollar. Out-of-sample: ~36% annual return vs ~23% for the S&P; higher upside but greater drawdowns and complexity.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.20.970.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
293.4%12.96%-1.77%0.2%0.78
Long Backtest Slime l 10Dec2014 - (USDU-PDBC)
95,399,520.2%240.32%-4.77%8.24%2.75
Initial Investment
$10,000.00
Final Value
$9,539,962,019.51
Regulatory Fees
$50,455,638.21
Total Slippage
$362,887,837.10
Invest in this strategy
OOS Start Date
Dec 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, trend-following, mean reversion, volatility hedge, sector rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 46 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
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
EUO
ProShares UltraShort Euro
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 toUPRO, USDU, PDBC, TMVandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.92%. 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.