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Symphonies
Proposal V3.0.4.1a | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙‍♂️, comrade, WaywardSon, zyzz | 2012 Backtestable | Belcampo69 DD reductions at the cost of lower AR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An ensemble, rules-based swing system for leveraged ETFs. It fades extremes (buy dips, sell rips), uses volatility ETFs as an airbag, and lets bonds/commodities decide offense vs defense. Heavy focus on tech/semis, with TMF/TMV for rate regimes.
NutHow it works
It runs 5 similar rule-sets with different lookbacks, then blends them. Core steps: 1) Is the S&P 500 very hot or very cold? If hot, buy volatility as an airbag; if cold, buy a quick-bounce candidate (often tech/semis) if bonds agree. 2) Check rates: rising → favor TMV; falling → favor TMF. 3) If commodities or fear dominate, switch to defense and/or inverse ETFs.
CheckmarkValue prop
Out-of-sample annualized return ~48.5% vs SPY ~21%; regime-adaptive, rules-based strategy with volatility/bond/commodity hedges designed to capture big upside in tech regimes. Strong upside potential, but expect higher drawdowns (~49% vs ~19% for SPY).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.651.150.070.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
625.62%14.83%-0.15%0.4%0.91
Proposal V3.0.4.1a | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙‍♂️, comrade, WaywardSon, zyzz | 2012 Backtestable | Belcampo69 DD reductions at the cost of lower AR
668,704,777,545.47%384.71%5.15%-6.89%2.53
Initial Investment
$10,000.00
Final Value
$66,870,477,764,547.35
Regulatory Fees
$9,806,060,056.82
Total Slippage
$11,202,114,768.19
Invest in this strategy
OOS Start Date
Dec 5, 2022
Trading Setting
Threshold 25%
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, trend + mean reversion, macro regime filter
Tickers in this symphonyThis symphony trades 40 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EUO
ProShares UltraShort Euro
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 toUUP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.96%. 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.