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Symphonies
Min Volatility | Themed Mix | Anansi | 2013-02-07
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Active, rules-based strategy that rides uptrends with fast movers (often 3x Nasdaq/S&P/Tech), shifts to staples/USD/volatility when markets overheat or weaken, and trend-trades Treasuries long or short. High risk due to leveraged/volatility ETFs.
NutHow it works
Rules-based risk‑on/risk‑off mix. Trend check: S&P 500 vs 200‑day average. In uptrends it buys strongest assets by RSI (0–100 momentum gauge): 3x Nasdaq (TQQQ), 3x S&P (UPRO), 3x Tech (TECL), sometimes gold (UGL) or 3x Treasuries (TMF). If overheated or credit weak (HYG), it shifts to defense: Staples (XLP), USD (UUP), anti‑beta (BTAL), or volatility funds (UVXY/SVXY). In downtrends it may use inverse funds (SQQQ/SPXU). ~30% trend‑trades Treasuries long/short (TMF/TYD vs TMV/TYO). Extra rules handle fast selloffs; may briefly pick leaders (MSFT, AAPL). Leveraged/vol ETFs: big swings.
CheckmarkValue prop
Adaptive risk-on/risk-off: ride trend leaders in uptrends and switch to defensives (XLP, UUP, vol, Treasuries) in heat. Out-of-sample ~16.6% annualized with disciplined risk controls and diversification beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.670.350.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
468.48%14.25%-0.15%0.4%0.87
Min Volatility | Themed Mix | Anansi | 2013-02-07
875,512.84%100.56%-3.46%-2.91%3.26
Initial Investment
$10,000.00
Final Value
$87,561,284.35
Regulatory Fees
$332,916.89
Total Slippage
$2,343,284.35
Invest in this strategy
OOS Start Date
Mar 30, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, momentum, leveraged etfs, volatility hedging, long/short treasuries, risk-on/risk-off
Tickers in this symphonyThis symphony trades 56 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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 toUPRO, TMF, SVXY, SPXU, BTAL, TQQQandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.70%. 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.