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Symphonies
OG Simple 20d BND vs 60d SH | SPXL & VXX edition (no k1) | shared
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based swing/trend strategy for US stocks: use leveraged bulls (SPXL/TECL) in favorable regimes, hide in T‑bills (BIL) or volatility (VXX) when overheated/weak, and rely on a bond‑vs‑inverse signal and trend filters to decide risk-on vs cash.
NutHow it works
It switches between: SPXL/TECL (3x bull stock/tech) when trends or deep dips favor stocks; SPY when medium‑term strength is solid; BIL (T‑bills) when weak; and 50/50 VXX (volatility) + BIL when markets look overheated or after a big pop. A bond‑vs‑inverse check (BND RSI vs SH RSI) plus 200/20‑day trend filters gates risk‑on vs cash/SH.
CheckmarkValue prop
Out-of-sample edge: 37.44% annualized return vs SPY 15.95%, Calmar ~0.94 and Sharpe ~0.87 vs SPY ~0.92; higher drawdowns (~39.74%) but levered regimes provide amplified upside with built-in hedges.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.821.450.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
OG Simple 20d BND vs 60d SH | SPXL & VXX edition (no k1) | shared
176,462.81%151.59%3.97%-0.11%2.22
Initial Investment
$10,000.00
Final Value
$17,656,281.25
Regulatory Fees
$33,968.06
Total Slippage
$235,624.80
Invest in this strategy
OOS Start Date
Jul 16, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, mean-reversion, leveraged etfs, volatility hedge, rules-based
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 39.74%. 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 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.