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Symphonies
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + V2 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

A daily, rules‑based switch. When bonds look healthy, it “buys the dip” in aggressive index/tech funds; if fear jumps, it leans into long/short Treasuries. When bonds look weak, it goes defensive—USD, long Treasuries, staples—or uses bearish funds when rates rise.
NutHow it works
1) If total U.S. bonds (BND) have risen over ~11 weeks, we’re Risk ON: buy the recent dip in a small set of tech‑heavy index funds; if fear spikes, toggle long/short long‑term Treasuries or include commodities. 2) If bonds fell, we’re Risk OFF: tilt to the U.S. dollar, long Treasuries when rates fall, or bearish/defensive funds when rates rise.
CheckmarkValue prop
Out-of-sample edge: ~37.5% annualized return vs 21.4% for the S&P, driven by bond-led regime switching and dip-buying in tech. But beware huge downside risk (drawdowns ~84%), so suited for high risk tolerance and long horizons.
1M
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YTD
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Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.711.30.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.92%13.47%1.36%5.73%0.8
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + V2 Fund Surfing - K-1 Free
389,137.41%112.43%5.49%63.12%1.68
Initial Investment
$10,000.00
Final Value
$38,923,740.81
Regulatory Fees
$157,003.67
Total Slippage
$1,098,720.99
Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/off,leveraged etfs,trend & momentum,volatility filter,treasuries,currencies,commodities,defensive hedges
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.49%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 84.10%. 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.