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Symphonies
Minmaxing FR V4.20 7/19/2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based rotation among leveraged stock ETFs, Treasuries, and volatility hedges. Chases strength in bull trends, flips to bonds or cash when risk rises, and uses volatility ETFs as short-term protection.
NutHow it works
Each day it checks the market trend and “heat.” - If stocks are in an uptrend, it rides strength with 3x stock/tech funds (like TQQQ, SPXL, TECL). - If things look overheated, it briefly buys volatility (UVXY) as a hedge. - If trend weakens, it shifts to long Treasuries (TMF) or cash‑like T‑Bills (BIL/SHV). Many safety gates cut risk. It always picks the strongest option and rebalances daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.17, alpha 0.83, beta 0.78; Calmar 2.67. Dynamic regime-switching targets momentum in uptrends and hedges risk-off with bonds/volatility, delivering stronger risk-adjusted upside than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.232.240.180.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
56.38%18.9%1.75%5.97%1.2
Minmaxing FR V4.20 7/19/2023
2,889.37%272.56%-27.29%-8.57%2.01
Initial Investment
$10,000.00
Final Value
$298,937.12
Regulatory Fees
$2,384.13
Total Slippage
$15,625.36
Invest in this strategy
OOS Start Date
Nov 11, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,momentum,leveraged etfs,bond rotation,volatility hedging,risk-managed,daily rebalancing
Tickers in this symphonyThis symphony trades 142 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ABNB
Airbnb, Inc. Class A Common Stock
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMAT
Applied Materials Inc
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
APP
Applovin Corporation Class A Common Stock
Stocks
ASML
ASML Holding NV
Stocks
AVGO
Broadcom Inc. Common Stock
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.

"Minmaxing FR V4.20 7/19/2023" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Minmaxing FR V4.20 7/19/2023" is currently allocated toUI. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Minmaxing FR V4.20 7/19/2023" has returned -66.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Minmaxing FR V4.20 7/19/2023" is 40.83%. 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 "Minmaxing FR V4.20 7/19/2023", 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.