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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Blend: V4 & V5 CFS + BBD, BHFEAR | BIL - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily timer that rides 3x US stocks (S&P 500 and Nasdaq) when trends are healthy, buys sharp dips, and shifts to cash, USD/JPY, staples, commodities, or short/long Treasuries when risk rises. Aims for high growth with strong drawdown control.
NutHow it works
Each day: If bonds (BND) have been up over ~2 months ⇒ Risk ON; else Risk OFF (then pick hedges by rates: falling=TMF; rising=cash/BIL, long USD/USDU, short bonds TMV/TBT, staples XLP, commodities PDBC). Risk ON: “surf” 3x UPRO=3x S&P 500 and TQQQ=3x Nasdaq‑100; sometimes add TMF (55/45). Buy dips after 5‑day drops, avoid +5% spikes, otherwise use BIL. Uses RSI (0–100 ‘heat’ of recent moves), volatility, and drawdown to decide.
CheckmarkValue prop
Out-of-sample edge: ~53% annualized return vs ~21% S&P; Calmar ~1.09; dynamic risk-on/off with 3x ETFs, hedges, and buy-the-dip rules. Higher upside, but be aware of larger drawdowns in extreme markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.450.90.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
305.38%13.46%2.19%5.01%0.8
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Blend: V4 & V5 CFS + BBD, BHFEAR | BIL - K-1 Free
30,078.27%67.36%4.53%15.77%1.65
Initial Investment
$10,000.00
Final Value
$3,017,827.17
Regulatory Fees
$9,984.29
Total Slippage
$61,003.19
Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged equity timing, risk-on/risk-off, momentum/rsi, buy-the-dip, volatility targeting, bonds, currencies, commodities, defensive hedges
Tickers in this symphonyThis symphony trades 22 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
FXY
Invesco CurrencyShares Japanese Yen Trust
Stocks
HDGE
AdvisorShares Ranger Equity Bear ETF
Stocks
HEFA
iShares Currency Hedged MSCI EAFE ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SJB
ProShares Short High Yield
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 toUSDU, TMF, BTALandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 52.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 48.77%. 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.