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Symphonies
Protected Leverage v2.2 3x S&P 500 / NASDAQ v1.1 + Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily strategy that seeks big uptrends with 3x S&P 500/Nasdaq (often with 3x long Treasuries), buys sharp dips, and quickly shifts to cash/defensive assets when volatility, drawdowns, or bond trends warn. Blends two variants to smooth results.
NutHow it works
1) If bonds have been rising, run the main engine; if not, go defensive (USD + inverse equity/bond tools). 2) When calm, hold 3x equities (UPRO=3x S&P 500, TQQQ=3x Nasdaq‑100), favoring the calmer one, often with TMF (3x long Treasuries). 3) On sharp 5‑day drops, buy the dip in UPRO/TQQQ unless they just spiked; else sit in BIL (T‑Bills). 4) If volatility/drawdowns rise, cut to BIL/defensives. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: ~37% annualized return vs ~22% for the S&P, with Calmar ~0.75 and built-in risk controls (daily hedges, dip buys, defensive sleeves). More upside potential, with managed drawdowns versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.730.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
383.78%13.67%6.16%5.09%0.83
Protected Leverage v2.2 3x S&P 500 / NASDAQ v1.1 + Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
30,909.16%59.42%-1.57%-14.13%1.47
Initial Investment
$10,000.00
Final Value
$3,100,915.69
Regulatory Fees
$10,921.89
Total Slippage
$69,315.01
Invest in this strategy
OOS Start Date
Jun 9, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged equities, tactical allocation, trend/momentum, volatility targeting, risk-on/off, treasuries, defensive hedges, daily rebalance
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
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 toUPRO, TMFandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.07%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.86%. 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.