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Symphonies
Off the Table Block 01 | D.E. Shaw vs. SJDH | TQQQ/TECL holdings -> UGE
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based, risk-managed growth strategy: ride tech uptrends with leveraged ETFs, cool off when markets overheat, buy dips with staples/semis, and keep constant crash protection using volatility and bond hedges.
NutHow it works
Every day it checks two things: trend (are prices above their average?) and heat (are moves too hot or too cold?). - Uptrend + not overheated: own leveraged tech/semis/S&P (TQQQ/TECL/SOXL/SPXL/UPRO). - Overheated or weak trend: cut risk, move to cash-like T‑Bills (BIL), short QQQ (PSQ/SQQQ), or buy volatility (UVXY/VIXY/VIXM). - Sharp dips: buy rebounds, often via UGE (2x Consumer Staples) or SOXL/UPRO. - A small slice always stays in crash hedges. Separate rules flip bonds (TMF↔TMV) with rates.
CheckmarkValue prop
Out-of-sample, this strategy offers a risk-managed, diversified ride: max drawdown ~3.36%, Calmar ~1.49, Sharpe ~1.16, and negative SPY beta. Lower downside and steadier risk-adjusted results vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.43-0.090.02-0.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
135.6%14.81%0.54%-0.34%0.78
Off the Table Block 01 | D.E. Shaw vs. SJDH | TQQQ/TECL holdings -> UGE
1,182.27%50.84%0.29%3.6%3.5
Initial Investment
$10,000.00
Final Value
$128,226.69
Regulatory Fees
$313.41
Total Slippage
$1,863.32
Invest in this strategy
OOS Start Date
May 28, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend-following, mean-reversion, volatility hedging, multi-asset, daily rebalanced
Tickers in this symphonyThis symphony trades 135 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
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
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COP
ConocoPhillips
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded 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 toSOXL, TMF, QQQ, SPXL, UGE, BTAL, EDC, QLD, UVXY, FNGO, VIXM, BIL, TZAandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 8.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 3.36%. 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.