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Symphonies
Max ReturnTest Improved
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules-based rotation across leveraged US stock ETFs, inverse/volatility hedges, and Treasuries. Uses 200‑day trends and a 0–100 “heat” gauge (RSI) to lean into tech-led rallies, hedge when markets look too hot, and seek safety in selloffs.
NutHow it works
The portfolio is split into 4 sleeves (S&P 500, NASDAQ/tech, a NASDAQ–bond checker, and long Treasuries). It first checks the long-term trend of the S&P 500. If up: it leans into 3x stock funds (UPRO/TQQQ), buying dips. If things look “too hot” (RSI, a 0–100 heat meter: >70–80), it hedges with volatility (UVXY/VIXY) or inverse funds. If trend is down: it parks in cash-like Treasuries, inverse funds, or 3x long Treasuries (TMF) when bond momentum is strong.
CheckmarkValue prop
Out-of-sample edge: 49.1% annualized return vs 17.7% (S&P), Sharpe 1.16 vs 1.01, Calmar 1.37. High upside via trend/hedging; but larger drawdowns (~35%). A disciplined framework with strong long-term growth potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.681.010.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
605.13%14.55%-1.77%0.2%0.89
Max ReturnTest Improved
6,249,597.17%115.57%-1.64%2.02%2.27
Initial Investment
$10,000.00
Final Value
$624,969,716.96
Regulatory Fees
$1,069,868.07
Total Slippage
$7,657,636.21
Invest in this strategy
OOS Start Date
Jul 3, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, trend-following, momentum, leveraged etfs, inverse/volatility hedges, treasuries, risk-on/risk-off, market timing
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
MSFT
Microsoft Corp
Stocks
NVDA
Nvidia Corp
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
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.

"Max ReturnTest Improved" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Max ReturnTest Improved" is currently allocated toUPRO, NVDA, TQQQ, SHV, AAPL, AMZN, TSLA, AMD, TSM, MSFT, BILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Max ReturnTest Improved" has returned 40.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Max ReturnTest Improved" is 35.77%. 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 "Max ReturnTest Improved", 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.