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Symphonies
Monotonic Microblob-δ
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A very active, high‑octane strategy that chases short bursts in tech/semis, flips short when stress rises, uses VIX or cash for safety, and toggles AAPL/TSLA long or short based on bond‑vs‑stock signals. Very high risk.
NutHow it works
Each day it checks the market’s mood using simple gauges: price vs its recent average, and an “up‑vs‑down days” score (RSI). If risk looks good, it rotates into fast movers (mostly tech/semis via 3x funds like TQQQ/TECL/SOXL). If markets look tired or drop fast, it scales into bearish funds (SQQQ/TECS/SOXS/FNGD) or VIX products (SVXY/UVXY), or parks in T‑Bills (BIL). Bond‑vs‑stock strength also steers AAPL/TSLA bull or bear tilts. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~63% annualized return vs SPY ~30%, Calmar ~4.5, strong risk-adjusted upside. Rule-based risk-on/off shifts aim to outperform across regimes, with drawdowns potentially larger than SPY in declines.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.260.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
17.13%23.06%-0.15%0.4%1.97
Monotonic Microblob-δ
46.98%65.78%4.33%7.91%1.74
Initial Investment
$10,000.00
Final Value
$14,698.23
Regulatory Fees
$34.39
Total Slippage
$195.44
Invest in this strategy
OOS Start Date
Sep 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend/momentum, mean reversion, leveraged & inverse etfs, volatility/vix, risk-on/off, multi-asset, daily rebalance
Tickers in this symphonyThis symphony trades 67 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Daily AAPL Bear 1X Shares
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
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
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
DDM
ProShares Ultra Dow30
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
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.

"Monotonic Microblob-δ" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Monotonic Microblob-δ" is currently allocated toTSLS, BTAL, TQQQ, EDCandAAPB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Monotonic Microblob-δ" has returned 65.87%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Monotonic Microblob-δ" is 13.85%. 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 "Monotonic Microblob-δ", 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.