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Symphonies
Protected Leverage 3x Leveraged S&P 500 / NASDAQ v1 + Fund Surfing v2.0
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: buy short-term dips in leveraged tech/growth when conditions are calm; when bonds weaken or rates/risk rise, rotate to defense (USD, gold, Treasuries, defensive stocks, or inverse trades).
NutHow it works
Daily:• Regime: If bonds (AGG) gained over 60 days → Risk ON; else Risk OFF.• Risk ON: Check volatility heat (UVXY RSI = hot/cold). If calm, buy the biggest short‑term dips in tech/growth (3x NASDAQ/S&P, semis). If hot, either hold the calmer of long or short Treasuries (TMF/TMV) or buy two beaten‑down picks incl. commodities.• Risk OFF: If rates rising (TLT < cash), hold US dollar plus either short NASDAQ or short Treasuries; if falling, hold gold, long Treasuries, and defensive stocks. Rebalance daily.
CheckmarkValue prop
Out-of-sample annualized return ~20.66% with a daily risk-on/off regime that captures leveraged tech gains in calm markets and shifts to USD/gold/treasuries when volatility or rates rise. Sharpe ~0.63; Calmar ~0.24— adds diversification beyond the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.561.260.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
628.17%14.93%1.75%5.97%0.92
Protected Leverage 3x Leveraged S&P 500 / NASDAQ v1 + Fund Surfing v2.0
576,870.6%83.47%-10.16%14.85%1.42
Initial Investment
$10,000.00
Final Value
$57,697,060.08
Regulatory Fees
$292,124.72
Total Slippage
$2,069,964.09
Invest in this strategy
OOS Start Date
Oct 2, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, risk-on/risk-off, volatility filter, mean reversion, bond/interest-rate regime, daily rebalance
Tickers in this symphonyThis symphony trades 20 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 85.49%. 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.