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Symphonies
Pinnacle Nested Risk Trading With Mean Reversion Provisions
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based strategy that flips between offense and defense using cross‑asset “risk‑on/off” gauges and an overbought/oversold filter to cut whipsaws. Offense favors growth and semiconductors; defense leans to utilities, healthcare, gold, Treasuries, and hedges.
NutHow it works
It’s a daily rule set that first checks if stocks look overheated or washed‑out using a simple “hot/cold” score (RSI). If too hot, it buys crash insurance (volatility funds). If washed‑out, it buys chip makers for a rebound. If neither, two risk tests (comparing junk bonds to defensive/quality stocks) decide offense or defense. Offense buys growth and semiconductors; defense shifts to utilities, healthcare, gold, Treasuries or hedges. Positions are sized by volatility.
CheckmarkValue prop
Out-of-sample tested across regimes, this cross-asset risk-on/off strategy aims to beat the S&P 500 by reducing drawdowns and capturing growth, with volatility sizing and hedging to smooth risk-adjusted returns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.350.160.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
284.78%13.52%-1.77%0.2%0.8
Pinnacle Nested Risk Trading With Mean Reversion Provisions
5,065.34%44.96%0.47%2.55%3.7
Initial Investment
$10,000.00
Final Value
$516,534.46
Regulatory Fees
$2,037.12
Total Slippage
$12,949.21
Invest in this strategy
OOS Start Date
Feb 5, 2026
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, risk-on/off, momentum and mean reversion, cross-asset signals, volatility hedging
Tickers in this symphonyThis symphony trades 86 assets in total
Ticker
Type
ACWV
iShares MSCI Global Min Vol Factor ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BIZD
VanEck BDC Income ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DGT
State Street SPDR Global Dow 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 toTIP, EEV, EUM, XLV, CWB, KOLD, TMF, PKB, YCS, DBA, VBR, SOXX, PHO, QQQ, QUAL, KIE, TWM, BTAL, ITA, YXI, SRS, DUG, MGK, XLU, GLD, EUO, LABD, BIS, IHI, XLY, ITB, XLPandPFF. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned -3.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.72%. 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.