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Symphonies
Modified Foreign Rat (why does this work?!)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based switching: in fearful markets, tactically ride or sidestep 3x Nasdaq (TQQQ); in calmer markets, swing-trade emerging markets (EDC/EDZ). Uses simple gauges—trend, “heat” (RSI), recent drops, and the fear index (VIX)—with cash/hedge fallbacks.
NutHow it works
Each day it checks market fear (VIX). If fear is high, it trades 3x Nasdaq (TQQQ): buys after sharp dips or when the 25‑day trend is up, but hides in T‑Bills (BIL) or hedges (VIXY, BTAL) if things look overheated (RSI too high) or shaky (big drops). If fear is calmer, it trades emerging markets with 3x bull (EDC) or 3x bear (EDZ) for ~15 days, using two gauges: long‑term trend (200‑day average) and a “heat” meter (RSI) comparing bonds vs stocks.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted returns: Sharpe ~1.87 vs 1.14, Calmar ~3.93, annualized return ~143% vs ~20%, with higher drawdown (~36% vs ~19%) mitigated by regime-switching and hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.760.850.060.24
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
637.94%14.81%-1.77%0.2%0.9
Modified Foreign Rat (why does this work?!)
2,910,107.27%103.41%-14.78%4.82%1.5
Initial Investment
$10,000.00
Final Value
$291,020,727.02
Regulatory Fees
$528,750.99
Total Slippage
$3,787,208.12
Invest in this strategy
OOS Start Date
Jun 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, regime switching, trend + mean reversion, nasdaq focus, emerging markets, risk hedging
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IWM
iShares Russell 2000 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 133.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.40%. 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.