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Symphonies
Mostly BIL Frontrunner + Dividends WM 74 + Wash
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, mostly‑cash strategy: sidesteps when stocks get hot, buys brief dips with high‑octane ETFs, keeps a dividend core, and uses managed‑futures and volatility hedges to control risk. Checked and rebalanced daily.
NutHow it works
Most of the time it sits in short‑term T‑bills (BIL/SHV/SGOV). It watches simple gauges: RSI = a “too hot/too cold” meter; moving average = a trend line. If things look overheated, it stays in T‑bills or uses volatility hedges (UVXY/VIXM). If prices fall fast, it briefly buys fast‑moving funds (TECL/SOXL/UPRO). In normal times it mixes a tech tilt with safety and often holds a dividend fund (SCHD). KMLM (a managed‑futures trend fund) acts as a traffic light for offense vs defense. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: stronger risk-adjusted returns than SPY (Sharpe ~1.11 vs ~0.87), much higher annualized return (≈40% vs 16%), lower max drawdown (≈16% vs 18.8%), and better risk control via Calmar ~2.51.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.960.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
68.8%15.62%1.36%5.73%0.9
Mostly BIL Frontrunner + Dividends WM 74 + Wash
645.1%74.5%4.58%12.86%1.94
Initial Investment
$10,000.00
Final Value
$74,510.41
Regulatory Fees
$271.78
Total Slippage
$1,577.98
Invest in this strategy
OOS Start Date
Nov 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, mean-reversion, t-bills cash, leveraged etfs, volatility hedging, dividend overlay, managed futures
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTMF, TECLandSCHD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.13%. 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, crypto, and options.