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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

Daily, rules‑based ETF rotation. Plays offense in uptrends with leveraged tech/S&P and Treasuries, buys dips and fades rips via a “too hot/too cold” gauge; in stress, shifts fast to cash, bonds, dollar, inverse or volatility hedges.
NutHow it works
Each day it asks: is the S&P 500 in an uptrend (above its 200‑day average)? If yes, it goes on offense using fast movers—triple‑levered Nasdaq/S&P (TQQQ, UPRO/SPXL), semis (SOXL) and long Treasuries (TMF)—usually buying recent laggards for a rebound. A short‑term “too hot/too cold” gauge (RSI) and volatility spikes can trigger hedges (VXX) or cash‑like T‑Bills (BIL). If trends weaken or commodities/USD lead, it flips to defense: BIL, AGG, USDU or inverse funds (SQQQ/SPXS/SOXS). High‑risk, short‑term tools.
CheckmarkValue prop
Out-of-sample edge: annualized return ~29.7% vs S&P ~23.6%, with ~0.10% alpha. A rules-based offense/defense rotation with hedges seeks higher upside and disciplined risk. Note: drawdowns (~47%) exceed the S&P (~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.271.110.120.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
151.69%15.56%6.16%5.09%0.81
OG$ v1.01 No K-1 Frankenbot 10/14/22 with beta baller
276,177.26%246.19%12.28%2.78%2.2
Initial Investment
$10,000.00
Final Value
$27,627,725.69
Regulatory Fees
$94,858.99
Total Slippage
$660,940.90
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical etf rotation, leveraged etfs, volatility hedging, mean reversion, trend + regime filter, daily rebalanced
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 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
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 toVXX. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.46%. 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.