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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + V1e Fund Surfing - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based plan: buy 3x tech/Nasdaq on dips when bonds are healthy; otherwise hold defensive or inverse ETFs depending on whether rates are rising or falling. Aims for strong upside with smaller drawdowns than buy-and-hold 3x.
NutHow it works
1) Check if the total U.S. bond market (BND) has risen over ~11 weeks. If yes (Risk ON), split into two slices and, in each, buy the most “oversold” by RSI (a heat gauge: lower = more sold‑off) from TECL/TQQQ (3x tech/Nasdaq) and a safe Treasury fund (IEF/SHY). A volatility check can park a slice in SHY. 2) If Risk OFF, rotate daily into defensives. If rates are rising, favor USD/commodities and inverse funds that gain when stocks or long bonds fall; if rates are falling, favor long Treasuries, staples, USD.
CheckmarkValue prop
Out-of-sample annualized return ~52% vs S&P ~21%, Sharpe ~1.25, Calmar ~1.22. Drawdowns can be larger in downturns, but the risk-on/off framework targets tech upside with hedges for stronger, more favorable risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.460.540.090.3
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 + V1e Fund Surfing - K-1 Free
22,056.67%62.76%5.69%25.7%1.72
Initial Investment
$10,000.00
Final Value
$2,215,667.16
Regulatory Fees
$8,302.45
Total Slippage
$50,855.90
Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged & inverse etfs, mean reversion, trend/momentum, volatility filter, risk management, k-1 free
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
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
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SJB
ProShares Short High Yield
Stocks
SPY
SPDR S&P 500 ETF Trust
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 51.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 42.69%. 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.