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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, daily strategy. Uses a 200‑day trend filter and a simple “hot/cold” gauge to fade overbought rallies with inverse stock funds (SQQQ/SPXS/UVXY). When no edge, it parks in T‑bills or rotates into bonds, the US dollar, or gold.
NutHow it works
Step 1: Check the S&P 500’s long-term trend (above/below its 200‑day average). Uptrend: If stocks look “too hot,” briefly bet against them (SQQQ/SPXS) or on volatility (UVXY). Otherwise sit in T‑bills (BIL). Downtrend: If “too cold,” hide in short Treasuries (SHY/SHV/STIP). If not, fade big one‑day pops and rotate among inverse Nasdaq (SQQQ), bonds (TLT/TMV), the dollar (UUP/UDN), or gold (UGL). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~19.38% annualized vs 17.40% S&P, drawdown ~11.03% vs 18.76%, Sharpe ~1.09 vs 0.93, Calmar ~1.76. A disciplined, short-biased, trend-filtered strategy with cash/bond safety beats the S&P on risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.57-0.660.11-0.34
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
612.12%14.68%-0.15%0.4%0.9
*P 2-3-25 🛡 // 016-HG-Simplified-EW-V2-LR Wolf // SHORT ONLY
44,678.99%53.11%0.27%0.87%1.44
Initial Investment
$10,000.00
Final Value
$4,477,898.58
Regulatory Fees
$11,571.30
Total Slippage
$77,105.84
Invest in this strategy
OOS Start Date
Jan 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Short-biased tactical etfs, rsi mean-reversion, trend filter, volatility hedging, cash/t-bills heavy
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXS
Direxion Daily S&P 500 Bear 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.87%. 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, and options.