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Symphonies
*P 2-3-25 🛡 // 016-HG-Simplified-EW-V2-LR Wolf // SHORT ONLY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Short‑biased, tactical system that fades overbought spikes and otherwise stays in T‑bills. Uses inverse Nasdaq/S&P and volatility when signals fire; falls back to Treasuries, dollar, or gold in risk‑off regimes. Daily rebalanced.
NutHow it works
Daily trend check on the S&P 500. If it’s in an uptrend, only bet against short, “too hot” spikes (RSI is a 0–100 hot/cold meter) via SQQQ/SPXS (bearish stock ETFs) or UVXY (volatility). If not, mostly hide in T‑bills (BIL/SHY/SHV/STIP), with occasional flips to TLT (long Treasuries), UUP/UDN (US dollar up/down), or UGL (leveraged gold) based on simple momentum/RSI. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this tactical, short-biased strategy delivers higher risk-adjusted returns than the S&P: ~22% annualized vs 17.8%, lower max drawdown (~11% vs 18.8%), negative beta, higher Sharpe/Calmar—plus cash-like risk guards when risk-off.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.58-0.670.11-0.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
609.29%14.92%1.36%5.73%0.91
*P 2-3-25 🛡 // 016-HG-Simplified-EW-V2-LR Wolf // SHORT ONLY
44,293.03%54.12%0.33%2.53%1.45
Initial Investment
$10,000.00
Final Value
$4,439,303.30
Regulatory Fees
$11,566.74
Total Slippage
$77,106.29
Invest in this strategy
OOS Start Date
Jan 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Short bias, tactical market timing, rsi/overbought-oversold, trend filter, leveraged & inverse etfs, volatility, cash-like reserves
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.03%. 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.