Skip to Content
Symphonies
Mash-Up of MBM and Anansi ☢️ TQQQ FTLT | Anansi | 2011-11-02
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily switcher that tries to buy tech/semiconductor dips in good times and hedge or short when markets overheat or rates spike. It uses simple “trend” and “hot/cold” gauges, rate and dollar signals, and rotates among 3x ETFs, volatility, Treasuries, and T‑bills.
NutHow it works
Daily, it reads the market’s “mood” from a few dials: stock trend, bond/rate direction, commodities vs stocks, and a hot/cold meter (RSI: 0–100, high=overheated, low=washed‑out). If the Nasdaq is trending up and not overheated, it buys recent dips in 3x tech/semiconductor funds. If overheated or rates spike/crash hits, it hedges with volatility, moves to T‑bills, or flips to 3x inverse ETFs. It adds USD or Treasuries when those look stronger.
CheckmarkValue prop
Regime-aware daily rotation of 3x tech ETFs with hedges aims for outsized gains. OOS annualized return ~37.5% vs SPY ~19.8%; Calmar ~0.82. Note higher drawdowns (~46%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.790.690.030.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
612.06%14.77%6.16%5.09%0.91
Mash-Up of MBM and Anansi ☢️ TQQQ FTLT | Anansi | 2011-11-02
1,508,289,524,225.45%417.94%-3.8%-23.82%2.63
Initial Investment
$10,000.00
Final Value
$150,828,952,432,544.70
Regulatory Fees
$11,823,685,128.00
Total Slippage
$14,954,069,122.15
Invest in this strategy
OOS Start Date
Apr 5, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, trend + mean reversion, macro regime, volatility hedge, daily rebalance, risk-on/risk-off
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
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
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EUO
ProShares UltraShort Euro
Stocks
IEF
iShares 7-10 Year Treasury Bond 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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 6.86%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.11%. 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.