Skip to Content
Symphonies
Protected Leverage 2x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.1 | 18% AR | 80% DD | 2007-22
Today’s Change
—

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

About

A tactical switch. If bonds look healthy, it buys four “most oversold” funds (mostly 2x stock ETFs) to catch rebounds. If bonds look weak, it holds the dollar, or gold plus consumer goods, depending on Treasury trends. Very high risk due to leverage.
NutHow it works
1) Risk ON if the broad U.S. bond fund BND has risen over ~11 weeks; otherwise Risk OFF. Risk ON: from a menu (DBC, QLD, SSO, UYG, USD=2x semis, ROM=2x tech, BND), buy the 4 with the lowest 21‑day RSI—a 0–100 “heat meter” of recent moves; lower=more oversold—and weight them equally. Risk OFF: If long Treasuries (TLT) are falling, hold UUP (U.S. dollar). If TLT is rising, split between GLD (gold) and UGE (2x consumer goods).
CheckmarkValue prop
Out-of-sample, this strategy offers higher upside with strong risk-adjusted returns vs the S&P: ~30% annualized return, Sharpe ~1.01, Calmar ~0.68. Dynamic risk-on/off tilts aim for gains, with higher drawdown risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.091.240.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
540.16%10.61%1.36%5.73%0.61
Protected Leverage 2x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.1 | 18% AR | 80% DD | 2007-22
3,049.77%20.61%4.31%23.44%0.74
Initial Investment
$10,000.00
Final Value
$314,976.62
Regulatory Fees
$1,412.12
Total Slippage
$7,230.65
Invest in this strategy
OOS Start Date
Oct 3, 2022
Trading Setting
Threshold 20%
Type
Stocks
Category
Tactical allocation, risk on/off, mean reversion, leveraged etfs, sector rotation, multi-asset, u.s. equities, commodities, gold, dollar
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, USD, UYGandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.13%. 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.