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Symphonies
Momentum Mean Reversion LETFs with Black Swan Catcher | 523.7% RR | 28.8% DD (Jan 2013 - Current)| DJKeyhole
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, high-risk rotation: rides uptrends with leveraged tech ETFs, buys short-term dips, and uses UVXY as a crash hedge when fear surges. In weak trends it pivots to bonds, gold, cash, or inverse ETFs. Driven by RSI and trend filters.
NutHow it works
First checks if the S&P 500 is in an uptrend (price above its 200‑day average). In uptrends it “buys the dip” in 3x tech/QQQ/semis (TQQQ, TECL, SOXL, SPXL/UPRO) and sometimes holds a growth+Treasury mix. If prices get very hot or fear spikes, it jumps into UVXY (a crash hedge). After sharp selloffs it briefly owns recent winners (e.g., dollar or inverse ETFs). In downtrends it shifts to bonds/cash/gold or hedges (SQQQ, SPXS, TECS, SOXS). Signals use RSI (0–100 hot/cold meter) and moving averages (trend lines).
CheckmarkValue prop
Out-of-sample edge: ~51.7% annualized return vs SPY ~24.1%, driven by leveraged tech in uptrends with UVXY hedges and rapid risk-off rotations. Higher upside with disciplined risk controls vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.60.760.040.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
438.01%13.95%-1.77%0.2%0.85
Momentum Mean Reversion LETFs with Black Swan Catcher | 523.7% RR | 28.8% DD (Jan 2013 - Current)| DJKeyhole
22,417,698,775.13%344.72%-8.58%7.08%2.53
Initial Investment
$10,000.00
Final Value
$2,241,769,887,512.88
Regulatory Fees
$3,925,314,977.18
Total Slippage
$5,804,811,414.98
Invest in this strategy
OOS Start Date
Oct 11, 2022
Trading Setting
Threshold 24%
Type
Stocks
Category
Leveraged etfs, trend following, mean reversion, volatility hedge (uvxy), tactical rotation, multi-asset, offense/defense
Tickers in this symphonyThis symphony trades 44 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund 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 toEPIandEFA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.94%. 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.