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Longer Backtest Version of [โšก๏ธ๐ŸŒถ] ๐“•๐“ฒ๐“ป๐“ฎ๐“ฌ๐“ป๐“ช๐“ฌ๐“ด๐“ฎ๐“ป by ๐’ข๐‘œ๐’ท๐’พ
Todayโ€™s Change
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A symphony is an automated trading strategy โ€” Learn more about symphonies here

About

A fastโ€‘switching, very highโ€‘risk strategy that buys 3ร— tech/semiconductor ETFs after shortโ€‘term dips, and flips to hedges (inverse, volatility, bonds/cash) when markets look overheated or weakโ€”using a 200โ€‘day trend filter and RSI signals. Rebalances daily.
NutHow it works
Each day it checks 1) Trend (is the S&P 500 above its 200โ€‘day average?) and 2) Heat (RSI = a 0โ€“100 hot/cold score). If trend is up and tech looks cold, it buys 3ร— Nasdaq/Tech/Semiconductor funds (TQQQ, TECL, SOXL), often the most beatenโ€‘up for a bounce. If things look hot or weak, it flips to hedges: inverse Nasdaq (SQQQ/QID), volatility (UVXY/SVXY with a crash switch), bonds/cash (TMF/XLP/BIL). In downtrends it favors shorts and bonds.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.07 vs S&P ~0.93; annualized return ~75.9% vs ~16.2%; Calmar ~1.32. 3ร— tech exposure on dips with regime hedging. Higher upside and risk-adjusted strengthโ€”note potential drawdowns up to ~57.6%.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
2.140.860.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
291.83%13.77%2.19%5.01%0.81
191,505,192,026.68%653.45%-3.22%-8.64%3.18
Initial Investment
$10,000.00
Final Value
$19,150,519,212,668.23
Regulatory Fees
$5,490,440,817.72
Total Slippage
$7,512,445,148.85
Invest in this strategy
OOS Start Date
Jul 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tech/semis, mean reversion, trend filter (200โ€‘day), volatility hedges, daily rotation, very high risk
Tickers in this symphonyThis symphony trades 30 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 doesnโ€™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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 75.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 57.59%. 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.