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Symphonies
Project Shiny Christmas - Christmas 2023 Competition Entry
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical, high‑octane rotation. If the market looks overheated, hold Treasury‑bond momentum + UVXY. Otherwise, trade the two most volatile sectors using 2x bull ETFs—unless their bellwether looks overheated, then switch to 2x inverse. High risk.
NutHow it works
1) Check a market “heat gauge” (RSI) on the S&P 500 (SPY). - If very hot (>70): go defensive—equal‑weight 2 strongest Treasury‑bond ETFs (picked from SHV/SHY/IEI/IEF/TLH/TLT) plus UVXY (a VIX/volatility fund). - Else: pick the 2 most lively sectors (highest 90‑day volatility). For each, buy 2x bull ETFs unless its bellwether stock looks overheated, then use 2x inverse. Equal‑weight; rebalance only if weights drift ~10%.
CheckmarkValue prop
Stronger upside vs S&P: ~45% annualized vs 21.7% for SPY, with solid risk-adjusted results (OOS Calmar ~1.48; OOS Sharpe ~1.11). Be ready for bigger drawdowns (~30%) due to leverage-driven moves.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.212.040.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
692.18%15.56%-0.17%3.34%0.94
Project Shiny Christmas - Christmas 2023 Competition Entry
43,642.15%52.93%-14.2%-17.83%1.14
Initial Investment
$10,000.00
Final Value
$4,374,215.39
Regulatory Fees
$13,259.47
Total Slippage
$84,525.44
Invest in this strategy
OOS Start Date
Dec 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical sector rotation, rsi gating, leveraged 2x etfs, volatility targeting, treasuries momentum, uvxy hedge
Tickers in this symphonyThis symphony trades 38 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
BIB
ProShares Ultra NASDAQ Biotechnology
Stocks
BIS
ProShares UltraShort NASDAQ Biotechnology
Stocks
BRK/B
BERKSHIRE HATHAWAY Class B
Stocks
COST
Costco Wholesale Corp
Stocks
DIG
ProShares Ultra Energy
Stocks
DUG
ProShares UltraShort Energy
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LLY
Eli Lilly & Co.
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 toREW, DUGandSSG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 30.49%. 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.