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Symphonies
OOS High Sortino Cum return Sort WM74 + Wash
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑driven trader: buys leveraged tech/semis in healthy uptrends and on dips, hedges with VIX or cash when markets overheat, and uses bond trades and a managed‑futures ETF (KMLM) for diversification when trends weaken.
NutHow it works
Plain English: Each day it reads simple signals to decide where to sit. - RSI = a quick “hot/cold” score (0–100) from recent moves. High = overheated; Low = washed‑out. - MAs = price vs its recent average to spot up/downtrends. Logic: In uptrends it buys tech/semis (often with leverage) on dips. If things look overheated, it hedges with VIX funds or parks in T‑bills. If rates rise it may short long bonds (TMV); if trends break it shifts to managed‑futures (KMLM) or long/short. High‑risk, fast‑trading.
CheckmarkValue prop
Out-of-sample, this strategy aims for ~35% annualized returns with Calmar ~1.45, far above SPY’s ~19%, driven by dynamic hedging and macro diversification. Higher upside comes with higher drawdowns and beta versus SPY—paid for with stronger growth potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.110.920.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
75.69%20.05%-0.15%0.4%1.28
OOS High Sortino Cum return Sort WM74 + Wash
3,677.12%224.72%-3.68%-5.63%2.76
Initial Investment
$10,000.00
Final Value
$377,712.07
Regulatory Fees
$1,586.98
Total Slippage
$9,937.59
Invest in this strategy
OOS Start Date
Feb 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,momentum/rsi,mean reversion,volatility hedging,leveraged/inverse etfs,managed futures,long/short,bonds/rates,trend following,daily rebalancing
Tickers in this symphonyThis symphony trades 112 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ALTY
Global X Funds Global X Alternative Income ETF
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
Stocks
AVUV
Avantis U.S. Small Cap Value ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CLSE
Convergence Long/Short Equity 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 toUUP, FTLSandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.01%. 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.