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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based rotation that goes leveraged stocks when conditions are friendly and shifts to defensive or bearish assets when not. It flips risk using bond trends and buys the most “beaten‑down” choices using a short‑term hot/cold score (RSI).
NutHow it works
Daily it sets Risk ON/OFF from ~11‑week bond (BND) returns. ON: buy the 4 ‘coldest’ choices from 3x stock funds (tech, semis, S&P 500, small‑caps, financials) plus diversifiers (long Treasuries, commodities, anti‑beta). OFF: If long Treasuries are falling (rates rising), favor the dollar/commodities/anti‑beta and bearish funds (short tech/small‑caps or short Treasuries). If Treasuries are rising, hold gold, long Treasuries, staples, anti‑beta. RSI = short‑term hot/cold score.
CheckmarkValue prop
Out-of-sample return ≈31.5%/yr vs S&P ≈21%/yr; driven by risk-on/off rotation and selective leverage. Higher upside capture, but expect more volatility and larger drawdowns than the S&P; diversification helps but not guaranteed.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.560.960.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
353.58%13.62%2.19%5.01%0.82
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + Fund Surfing v2.2
161,494.09%86.66%6.73%16.36%1.86
Initial Investment
$10,000.00
Final Value
$16,159,409.44
Regulatory Fees
$69,284.33
Total Slippage
$464,184.79
Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,risk on/off,leveraged etfs,mean reversion,trend following,volatility filter,bonds,commodities,currencies,hedging
Tickers in this symphonyThis symphony trades 28 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
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
EUO
ProShares UltraShort Euro
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FXY
Invesco CurrencyShares Japanese Yen Trust
Stocks
HDGE
AdvisorShares Ranger Equity Bear ETF
Stocks
HEFA
iShares Currency Hedged MSCI EAFE ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
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 toTMF, UGE, UGLandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 61.21%. 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.