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Symphonies
Longer test Slime l 3May2017
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule‑based, risk‑on/risk‑off trader. It reads “hot/cold” (RSI), trend, bonds, and commodities, then holds one ETF at a time: fast 3x tech/semis in calm uptrends, or defensive (inverse, bonds, dollar, volatility, commodities) when risk rises.
NutHow it works
Think of it as a traffic‑light for risk. It: 1) Checks if markets are hot or cold using RSI (0–100; >~70 = too hot, <~30 = washed out). 2) Looks at the long‑term trend and the bond market (TLT, IEF vs BIL) and whether commodities/dollar are in charge. 3) If green: buy a single, fast horse (often 3x tech/semis: TQQQ, SOXL, TECL, SPXL/UPRO). If red: switch to protection (SQQQ/SOXS, TMF/TMV, UVXY, USD/UUP/USDU, DBC/UCO, GLD). 4) Picks that one ETF by recent strength or by betting on a bounce. Trades only when signals flip.
CheckmarkValue prop
Out-of-sample annualized return ~37.8% vs SPY ~23.2%, guided by macro regimes and a single-ETF risk-on/risk-off approach. Higher upside with adaptive risk control, but expect larger drawdowns in stressed markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.81.250.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
223.51%14.19%-1.77%0.2%0.81
Longer test Slime l 3May2017
690,642,776.51%492.74%-12.9%-0.67%3.03
Initial Investment
$10,000.00
Final Value
$69,064,287,650.98
Regulatory Fees
$431,081,309.06
Total Slippage
$3,100,904,628.68
Invest in this strategy
OOS Start Date
Dec 19, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum, mean reversion, volatility hedging, macro regime filters
Tickers in this symphonyThis symphony trades 51 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
BSV
Vanguard Short-Term Bond ETF
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

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.

"Longer test Slime l 3May2017" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Longer test Slime l 3May2017" is currently allocated toUPRO, TYD, USDU, TMF, MIDU, CURE, TQQQ, PDBC, UDOW, TMV, BILandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Longer test Slime l 3May2017" has returned 30.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Longer test Slime l 3May2017" is 42.89%. 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 "Longer test Slime l 3May2017", 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.