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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‑based rotation that buys tech/semis on dips, steps aside to T‑bills or bond/managed‑futures when risk rises, and uses volatility funds as hedges when markets look overheated. Allocates to the two sleeves with the strongest recent results. High risk.
NutHow it works
It’s a daily “traffic‑light” system that switches between offense, defense, and hedges. - Offense: buy strong or deeply sold‑off tech/semis (often using leveraged funds) for quick rebounds. - Defense: park in T‑bills, bond trades, or managed futures (KMLM) when stocks look weak. - Hedges: use volatility funds when markets look overheated. It always funds the 2 sleeves that performed best lately.
CheckmarkValue prop
Out-of-sample: higher risk-adjusted return than SPY—annualized return ~41% vs ~20%, Sharpe ~0.99 vs ~0.98, Calmar ~1.71. Dynamic hedging targets bigger upside; drawdowns ~24% vs ~16.6%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.210.960.090.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.99%21.73%1.36%5.73%1.35
OOS High Sortino Cum return Sort WM74 + Wash
3,903.17%265.75%-6.78%7.72%2.94
Initial Investment
$10,000.00
Final Value
$400,316.91
Regulatory Fees
$1,337.86
Total Slippage
$8,408.15
Invest in this strategy
OOS Start Date
Feb 23, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, trend following, mean reversion, volatility hedging, leveraged etfs, managed futures, risk-on/off, multi-asset
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toNAIL, TSLL, DRN, SPXL, GGLL, ERX, DPST, RETL, TECL, TQQQ, SHV, TLT, TNA, XLK, UDOW, TMV, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.08%. 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, crypto, and options.