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Symphonies
Max. DD control with 3.0.4a and stripped Zero Beta|2012Fix
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, risk‑managed rotation. It uses long‑term trend and bond signals to choose offense or defense, then short‑term “hot/cold” (RSI) to buy dips or fade overbought surges. It rotates among leveraged tech/semis, bond longs/shorts, USD, commodities, and inverse ETFs to cap drawdowns.
NutHow it works
- First, it checks the market’s long‑term trend. If stocks trend up, it plays offense; if down, it plays defense. - It then checks interest‑rates (bonds) to tell if rates are rising or falling. - Short term, it buys dips and sells rips using an RSI “hot/cold” meter. - Each day it picks the single strongest choice from small lists (tech/semis, bond longs/shorts, dollar, commodities, or stock shorts) and rebalances.
CheckmarkValue prop
Out-of-sample, this strategy targets ~55% annual return vs SPY’s ~21%, with Calmar ~1.12 indicating solid risk control. Daily rotation among stocks, bonds, and hedges aims for higher upside and stronger downside protection than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.671.180.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
625.62%14.83%-0.15%0.4%0.91
Max. DD control with 3.0.4a and stripped Zero Beta|2012Fix
803,786,217,609.92%390.97%5.15%6.85%2.5
Initial Investment
$10,000.00
Final Value
$80,378,621,770,991.88
Regulatory Fees
$9,766,235,799.37
Total Slippage
$11,390,853,000.30
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend + mean reversion, leveraged etfs, volatility hedging, multi-asset rotation, daily rebalancing, risk-managed
Tickers in this symphonyThis symphony trades 39 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
CURE
Direxion Daily Healthcare Bull 3X Shares
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 Shares
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWZ
iShares MSCI Brazil 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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 50.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.09%. 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.