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Symphonies
Protected Leverage v2.2 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 142.8% AR | 28.4% DD | Nov 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical switcher. Bonds up → buy 4 oversold choices from 3x tech/market, Treasuries, and commodities; stress → favor Treasuries. Bonds weak → hold USD plus shorts if rates rise, or gold/Treasuries/defensives if rates fall. High risk: uses leveraged ETFs.
NutHow it works
Daily: 1) If bonds (BND) have risen over ~11 weeks, Risk‑ON; else Risk‑OFF. 2) Risk‑ON: when volatility (UVXY, a fear gauge) is calm, buy 4 “oversold” picks (low RSI = heavy recent selling) from a basket of 3x tech/market, Treasuries, and commodities; if fear spikes, rotate into long/short Treasuries or a smaller mix. 3) Risk‑OFF: if rates are rising, hold USD plus either short Nasdaq or short long‑Treasuries; if falling, hold gold, long‑Treasuries, anti‑beta, and staples. Rebalance daily. Uses 2x/3x ETFs.
CheckmarkValue prop
Out-of-sample return: 22.84% vs SPY 22.26%; Calmar 0.38; Sharpe 0.71 vs SPY 1.32. Regime-driven, diversified ETF approach aims for higher upside with risk control versus SPY, but OOS drawdowns can be large (~60%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.50.810.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.71%15.08%1.36%5.73%0.92
Protected Leverage v2.2 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2 | 142.8% AR | 28.4% DD | Nov 2011
244,832.98%74.17%11.85%17.32%1.66
Initial Investment
$10,000.00
Final Value
$24,493,298.17
Regulatory Fees
$91,756.13
Total Slippage
$626,432.41
Invest in this strategy
OOS Start Date
Oct 4, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs,tactical allocation,risk-on/risk-off,mean reversion,volatility filter,interest-rate regime,treasuries,commodities,tech-heavy
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 toTMF, TECL, BTALandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 59.56%. 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.