Skip to Content
Symphonies
optimization testing
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, daily‑rebalanced “all‑weather” mix that rides stock uptrends, rotates to safe bonds/sectors in chop, and adds long‑volatility during crashes. Uses RSI, moving averages, dollar/TIPS cues, and KMLM managed‑futures for diversification. Caution: uses leveraged/vol ETPs.
NutHow it works
It watches simple signals to tell if markets are hot/cold and calm/scary. RSI (0–100; <30 oversold, >70–85 overbought) and moving averages (trend lines) drive switches. In calm uptrends it owns growth and short‑vol (e.g., QLD=2x Nasdaq, SVXY=benefits when fear falls). When stress hits it flips to hedges (UVXY=rises with fear, TMF=long Treasuries, safe sectors XLV/XLU/XLP) or KMLM (managed‑futures). Also trades gold/oil/gas tactically. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return far outpaces the S&P 500 (≈158% vs ~9%), driven by a dynamic all‑weather mix with crisis hedges and diversification. Daily rebalancing targets growth with built‑in risk control through regime switching.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.770.180.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
86.95%12.98%-1.77%0.2%0.8
optimization testing
5,367.21%118.25%1.82%17.83%5.77
Initial Investment
$10,000.00
Final Value
$546,721.02
Regulatory Fees
$1,475.75
Total Slippage
$9,193.06
Invest in this strategy
OOS Start Date
Feb 12, 2026
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, regime switching, volatility timing, trend & mean reversion, crisis hedging, leveraged etfs
Tickers in this symphonyThis symphony trades 152 assets in total
Ticker
Type
ACWI
iShares MSCI ACWI ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARCC
Ares Capital Corporation
Stocks
BBH
VanEck Biotech ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLDR
Builders FirstSource, Inc.
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities 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.

"optimization testing" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"optimization testing" is currently allocated toSCO, XLV, KOLD, TMF, UNG, YINN, SVXY, UGL, EDZ, EDC, IVW, QLD, QID, DIG, BOIL, UVXY, TMV, XLI, XLY, BIL, GUSHandAGG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "optimization testing" has returned 28.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "optimization testing" is 1.23%. 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 "optimization testing", 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.