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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, it flips between aggressive U.S. tech (TQQQ) and emerging markets (EDC/EDZ) using a fear gauge (VIX), trend checks, and “oversold” signals; otherwise it hides in cash‑like T‑bills or hedges to cut risk.
NutHow it works
It watches a fear gauge (VIX). - If fear is high, it mostly trades U.S. tech via TQQQ (a 3x Nasdaq-100 fund): buy after sharp drops when “oversold” (RSI, a 0–100 recent up-vs-down score, is low), but move to cash-like BIL or hedges (VIXY, BTAL) if swings are extreme or trends weaken. - If fear is not high, it trades Emerging Markets: follow EEM’s 200‑day trend and a bond‑vs‑stock strength check to choose EDC (3x bull) or EDZ (3x bear). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P: Sharpe ~1.87 vs 1.14, Calmar ~3.93, plus alpha, while using volatility gates, hedges, and cash to protect during drawdowns and target tech/EM leadership.
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
653.72%15.01%-0.15%0.4%0.91
Modified Foreign Rat (why does this work?!)
3,061,904.96%104.48%1.82%11.06%1.51
Initial Investment
$10,000.00
Final Value
$306,200,495.99
Regulatory Fees
$496,947.83
Total Slippage
$3,558,674.60
Invest in this strategy
OOS Start Date
Jun 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility regime switching, leveraged etfs, trend + mean reversion, emerging markets, risk management
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 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
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 145.06%. 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.