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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

An 80/20, daily‑rebalanced, multi‑regime strategy: ride 3x tech/semis in uptrends, hedge or short in selloffs, use managed‑futures in chop, run a dedicated energy sleeve, and flip bond exposure with interest‑rate trends. High risk.
NutHow it works
Every day it asks: Are stocks trending up? If yes, ride high‑octane tech/semis (3x funds). If prices look overheated or fall fast, hedge or short, or step to cash. If things look choppy, switch to managed‑futures funds (DBMF/CTA/KMLM/etc.). A separate sleeve trades energy (oil/nat‑gas) using trend and “hot/cold” checks. Bonds act as ballast and flip long/short as interest rates fall/rise. High risk due to 2x/3x funds.
CheckmarkValue prop
Out-of-sample Sharpe 3.59 vs SPY 2.87; annualized return ~95% vs ~38%; Calmar ~14.5. Regime-switching, multi-asset strategy delivers higher risk-adjusted upside with hedges, managed futures, energy sleeve and bond ballast—versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.240.450.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
25.51%30.51%-0.15%0.4%2.37
NOVA | Self-Replicating Bootstraps | Rebalanced
61.67%75.6%-0.12%3.19%2.74
Initial Investment
$10,000.00
Final Value
$16,166.91
Regulatory Fees
$30.93
Total Slippage
$184.10
Invest in this strategy
OOS Start Date
Jun 8, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, volatility hedging, managed futures, energy tilt, rate regime, daily rebalance
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, EEM, SOXX, SVXY, DBC, SPXU, TQQQ, IWMandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 75.72%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 6.60%. 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.