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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 that loads 3x S&P/Nasdaq in uptrends, but shifts to hedges, Treasuries, cash-like T‑Bills, or volatility ETFs when markets overheat or weaken. Built to chase rallies and cut risk quickly.
NutHow it works
It runs 4 parts. Each day it checks trend (price vs long average) and a 0–100 “heat gauge” of speed (RSI). When trend is up and not overheated, it loads 3x S&P/Nasdaq funds. If too hot, it buys a fear fund (UVXY/VIXY) or parks in T‑Bills. In weak trends it flips to shorts, Treasuries (TMF), or cash. One sleeve rides long‑bond momentum; another swing‑trades big tech.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted upside than the S&P 500: ~49% annualized vs ~18%, Sharpe ~1.16 vs 1.01, Calmar ~1.37. It rides rallies with hedges to cap losses, though drawdowns can rise in stressed markets.
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
616.19%14.71%0.54%-0.34%0.9
Max ReturnTest Improved
6,380,683.26%116.24%2.83%1.44%2.28
Initial Investment
$10,000.00
Final Value
$638,078,325.51
Regulatory Fees
$1,055,525.93
Total Slippage
$7,554,704.94
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 etfs, volatility hedge, treasuries, risk-on/risk-off
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, TSMandMSFT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Max ReturnTest Improved" has returned 43.64%. 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.