Skip to Content
Symphonies
New Symphony 02/04/2024
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily portfolio: ~20% stocks tilt to tech/Nasdaq in uptrends, ~40% tactical Treasuries, ~9% short‑vol premium, and ~31% crash protection that uses VIX or T‑bills in panics and buys the dip as signals improve.
NutHow it works
Daily rules split the portfolio into four sleeves: - Stocks 20%: If the S&P 500 trends up, lean into leveraged tech/Nasdaq (TQQQ). If down, cut risk or use inverse QQQ. - Bonds 40%: Rotate among long or short Treasuries and T‑bills using trend and RSI (a simple heat gauge). - Volatility 9%: Hold SVXY when calm; flip to VIX funds when fear spikes. - Crash 31%: In sell‑offs, move to VIX or T‑bills; when stabilizing, buy the dip.
CheckmarkValue prop
Four-sleeve rules-based strategy captures ~20% annualized out-of-sample gains, hedges panics with VIX/T-bills, and uses volatility carry. Calmar ~0.97 implies strong risk-adjusted growth vs SPY, plus crash protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.540.470.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
528.34%14.76%1.36%5.73%0.9
New Symphony 02/04/2024
224,604.29%78.24%0.48%6.72%2.43
Initial Investment
$10,000.00
Final Value
$22,470,429.16
Regulatory Fees
$64,013.63
Total Slippage
$431,527.58
Invest in this strategy
OOS Start Date
Feb 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend-following, momentum, volatility hedging, crash protection, leveraged etfs, treasuries, tech tilt
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.

"New Symphony 02/04/2024" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"New Symphony 02/04/2024" is currently allocated toUPRO, SOXL, SVXY, SHV, UDOWandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "New Symphony 02/04/2024" has returned 20.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "New Symphony 02/04/2024" is 20.74%. 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 "New Symphony 02/04/2024", 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.