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Symphonies
Not Today Satan (w/ Pops) | BSC Framework | BT 12/20/13 = AR 111% / DD 10.1% / Beta: -0.69 |
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A crash‑first, tactical system: mostly hides in safe assets when markets look shaky, then pounces on short, sharp bounces in beaten‑down tech/semis/small‑caps using 3x funds. Hedges with volatility and Treasuries; aims to profit in panics.
NutHow it works
It checks “fear” (VIX funds) and long‑term Treasuries (a proxy for interest rates). It uses a simple hot/cold score (RSI: 0–100) to spot when tech/semis/small‑caps look washed‑out. If fear is high or rates rise: hide in cash‑like bonds, gold, market‑neutral/volatility funds. If fear eases and things look oversold: take brief, high‑octane trades in 3x ETFs; otherwise stay defensive.
CheckmarkValue prop
Out-of-sample edge: 21.7% annualized return vs 19.2% for the S&P, near-zero market beta, and crisis hedges. Calmar ~0.98 signals solid downside-adjusted crisis performance, though drawdowns can reach ~22%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.87-0.590.07-0.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
369.29%13.52%0.54%-0.34%0.82
Not Today Satan (w/ Pops) | BSC Framework | BT 12/20/13 = AR 111% / DD 10.1% / Beta: -0.69 |
589,784.83%103.85%27.15%25.79%1.96
Initial Investment
$10,000.00
Final Value
$58,988,482.79
Regulatory Fees
$152,248.41
Total Slippage
$1,080,047.12
Invest in this strategy
OOS Start Date
Mar 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical, crash protection, volatility hedging, leveraged etfs, sector rotation, rate regime filter, mean‑reversion, risk-on/off
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
ICSH
iShares Ultra Short Duration Bond Active 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 toICSH. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.15%. 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.