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Symphonies
NOVA | Self-Replicating Bootstraps | Rebalanced
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based “offense/defense” system. It rides strong tech and energy uptrends with leveraged ETFs, flips to shorts or volatility hedges in selloffs, uses bond/rate signals for ballast, and can park in managed-futures ETFs when stock/bond trends falter.
NutHow it works
Each day the system asks: Are stocks trending up? Are rates rising or falling? Is volatility spiking? It then picks 1–2 ETFs to hold: often leveraged tech (TQQQ/SOXL/UPRO) in uptrends; shorts or UVXY in selloffs; TMF/TMV based on rate trends; or a managed-futures ETF (DBMF/CTA/KMLM) when stocks/bonds are choppy. An energy sleeve trades oil/gas trends.
CheckmarkValue prop
Out-of-sample edge: Sharpe 3.59 vs SPY 2.87; annualized return ~95% vs ~38%; positive alpha; Calmar ~14.5. A daily, rule-based offense/defense tech/energy strategy with hedges offers superior risk-adjusted upside vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.210.890.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
30.45%31.3%6.16%5.09%2.25
NOVA | Self-Replicating Bootstraps | Rebalanced
52.15%53.71%-12.36%-3.6%1.9
Initial Investment
$10,000.00
Final Value
$15,214.79
Regulatory Fees
$37.21
Total Slippage
$221.90
Invest in this strategy
OOS Start Date
Jun 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical asset allocation, leveraged etfs, volatility overlay, managed futures, energy/commodities, bonds/rates, daily rebalancing
Tickers in this symphonyThis symphony trades 117 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMZN
Amazon.Com Inc
Stocks
BA
Boeing Company
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
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 toDRIP, KOLD, TMF, SVXY, DBC, COM, XLE, UVXYandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 53.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.05%. 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.