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Symphonies
OG$ v1.01 No K-1 Frankenbot 10/14/22 with beta baller
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-driven swing strategy that buys dips in leveraged tech/S&P ETFs during uptrends and quickly hedges or goes defensive when markets look overheated or fearful. Uses an “overbought/oversold” gauge (RSI), volatility spikes, and trend filters.
NutHow it works
Daily, rules-based “risk‑on/risk‑off.” • Trend: S&P 500 below a long‑term avg = defense; above = offense. • Stretch (RSI, 0–100): high = overheated → hedge with VXX or park in T‑Bills (BIL). Low = washed‑out → buy dips in 3× stock funds (TQQQ=Nasdaq, UPRO/SPXL=S&P 500, SOXL=semis) or TMF (long Treasuries). • UVXY spikes push it to cash. • In weak regimes it can hold bear funds (SQQQ/SPXS/SOXS), bonds (AGG/SHY), USD (USDU), or commodities (DBC). Rotates via short‑term momentum/mean‑reversion.
CheckmarkValue prop
Out-of-sample annualized return ~29.7% vs SPY ~23.6%; Sharpe ~0.77; Calmar ~0.63. Daily risk-on/risk-off with hedges targets bigger tech-driven upside, but comes with a larger max drawdown (~46.9%). Higher upside for risk-tolerant investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.31.130.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
142.16%15.18%-0.15%0.4%0.8
OG$ v1.01 No K-1 Frankenbot 10/14/22 with beta baller
272,622.47%254.01%2.78%5.5%2.23
Initial Investment
$10,000.00
Final Value
$27,272,246.57
Regulatory Fees
$85,771.65
Total Slippage
$596,620.53
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, trend + mean reversion, volatility hedging, daily rotation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
HIBL
Direxion Daily S&P 500 High Beta Bull 3X Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 toUPRO, SOXL, TMFandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 46.86%. 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.