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Symphonies
Pheonix and Jörmungandr | Negative DD Correlation | No Sub Sorts | AR: 104% | DD: 7.4% | BT 06/21/19
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical mix that chases strong trends (especially energy/commodities) and buys select equity dips with 3× ETFs, but quickly switches into hedges (volatility, gold, dollar, Treasuries, market‑neutral) when fear or jumpiness rises. Sized by risk to keep pullbacks shallow.
NutHow it works
Every day it checks three things: trend (price vs its recent average), fear (RSI = a 0–100 “speedometer” of recent up/down moves), and jumpiness/drawdowns. If calm and trending up, it goes on offense (energy/oil/nat‑gas/commodities momentum, plus 3× stock funds like TQQQ/UPRO on controlled “dips”). If fear/jumpiness spike or drops deepen, it flips to hedges: UVXY (volatility), GLD (gold), UUP (US$), Treasuries (SHY/IEF/TLT/TMF), BTAL/DBMF. Positions are sized by inverse volatility.
CheckmarkValue prop
Out-of-sample: Sharpe 3.23 vs SPY 2.30; annualized return ~39% vs ~27%; max drawdown ~2.93% vs ~5.07%; Calmar ~13.37. Higher growth with hedges and risk-balanced sizing - more upside, less drawdown than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.190.720.430.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
12.87%19.04%0.54%-0.34%1.65
Pheonix and Jörmungandr | Negative DD Correlation | No Sub Sorts | AR: 104% | DD: 7.4% | BT 06/21/19
24.07%36.42%5.48%4.52%2.66
Initial Investment
$10,000.00
Final Value
$12,407.09
Regulatory Fees
$14.84
Total Slippage
$83.36
Invest in this strategy
OOS Start Date
May 14, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend-following, volatility-switching, leveraged etfs, commodities & energy momentum, managed futures, risk-balanced
Tickers in this symphonyThis symphony trades 60 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COP
ConocoPhillips
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
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 toENPH, XME, FCG, KOLD, TMF, DBC, OILK, DBO, VLO, SHV, XLE, GLD, BILandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.10%. 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.