Skip to Content
Symphonies
Project Shiny Christmas - Christmas 2023 Competition Entry
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, high-risk trader. If the S&P 500 looks overheated, it pairs Treasuries with a volatility spike bet (UVXY). Otherwise, it buys or shorts the two most volatile sectors using 2x ETFs, guided by each sector’s bellwether stock.
NutHow it works
It uses RSI (a simple “heat” gauge of recent buying; >70 = very hot). • If the S&P 500 (SPY) is hot: put ~50% in UVXY (jumps when markets drop) and ~50% in two strong U.S. Treasury bond ETFs. • Otherwise: pick the 2 most active sectors (most volatile). For each, check a big stock (AAPL, XOM, etc.): if it isn’t overheated (RSI<69) buy a 2x bull sector fund; if overheated, buy a 2x inverse fund. High risk.
CheckmarkValue prop
Out-of-sample, this strategy targets ~45% annualized return with Calmar ~1.48 and Sharpe ~1.11—strong risk-adjusted upside vs the S&P—by combining volatility hedges during turmoil with opportunistic leveraged sector bets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.212.030.540.73
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
Project Shiny Christmas - Christmas 2023 Competition Entry
43,462.17%52.43%7.1%-1.56%1.14
Initial Investment
$10,000.00
Final Value
$4,356,216.73
Regulatory Fees
$13,465.24
Total Slippage
$85,837.71
Invest in this strategy
OOS Start Date
Dec 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, sector rotation, leveraged/inverse etfs, rsi timing, volatility targeting, treasuries, vix/uvxy
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 toROM, DUGandUSD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.92%. 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, and options.