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Symphonies
[Minimum Variance] The Golden Ratio FTLT ratios | Mike G
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, 5-sleeve portfolio that rides trends in gold, tech, EM and real estate, flipping to inverse funds or Treasuries when moves look stretched. Uses leveraged ETFs and brief volatility hedges; rebalanced daily.
NutHow it works
Your money is split into 5 sleeves: Gold (UGL/GLL) ~54%, Bond/Tech swing (TMF/TMV/TQQQ/IVV) ~20%, Emerging Mkts (EDC/EDZ) ~12%, Real Estate (DRN/DRV) ~9%, Tech (TQQQ/SQQQ) ~5%. Each sleeve: 1) check long‑term trend; 2) check short‑term “heat” (are moves overbought/oversold). It then holds the bull fund, its inverse, or Treasuries/volatility (TLT/UVXY). Rules run and rebalance daily.
CheckmarkValue prop
Out-of-sample Sharpe 2.28 vs 1.41, beta ~0.46, annualized return ~89.6% vs 29.3%, Calmar ~4.95. Diversified five-sleeve, trend-following with gold tilt and tactical hedges aim for much higher risk-adjusted upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.510.460.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
[Minimum Variance] The Golden Ratio FTLT ratios | Mike G
291,297.21%74.14%6.32%41.94%2.46
Initial Investment
$10,000.00
Final Value
$29,139,721.05
Regulatory Fees
$34,748.25
Total Slippage
$223,895.00
Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, trend-following, mean reversion, volatility hedging, multi-asset, daily rebalance
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
GLL
ProShares UltraShort Gold
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IVV
iShares Core S&P 500 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 toDRN, UGL, TQQQ, EDCandIVV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 102.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 18.11%. 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.