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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

A fast, rules-based, mostly-cash strategy: buy big-tech on sharp dips, hide in T-bills when markets overheat, and switch to volatility or managed-futures hedges when risk rises. Uses some leveraged ETFs, so moves can be quick and volatile.
NutHow it works
Daily, it checks if markets are red-hot or falling fast. If overheated (using a simple "recent gains vs losses" score), it parks in short-term Treasuries (BIL/SHV/SGOV) or buys "fear" funds (UVXY/VIXM). If there's a sharp dip, it buys bounce-friendly funds like TQQQ/TECL/SOXL/UPRO (leveraged tech/semis/S&P). Otherwise it holds SCHD (dividend stocks). A KMLM (managed-futures) signal can switch it into hedged/alternative funds. Position sizes adjust to recent volatility.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.15 vs SPY, Calmar 2.50, annualized OOS return 40.32% with 16.13% max drawdown—better risk-adjusted upside and smaller drawdown than the S&P 500. A disciplined, tactical, hedge-enabled approach.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.950.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
65.93%13.94%-1.77%0.2%0.83
Mostly BIL Frontrunner + Dividends WM 74 + Wash
676.22%69.56%-2.79%2.76%1.89
Initial Investment
$10,000.00
Final Value
$77,622.30
Regulatory Fees
$306.14
Total Slippage
$1,777.83
Invest in this strategy
OOS Start Date
Nov 21, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, momentum/mean-reversion, leveraged etfs, dividends, volatility hedging, managed futures
Tickers in this symphonyThis symphony trades 74 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income 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
CLSE
Convergence Long/Short Equity ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EEV
ProShares Trust UltraShort MSCI Emerging Markets
Stocks
EUM
ProShares Trust Short MSCI Emerging Markets
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 toSVXY, SCHDandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.80%. 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, and options.