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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

Rules-based “risk on/off” rotation. Uses bond strength and a fear gauge to decide when to buy dips in leveraged tech/stock funds, and when to hedge with Treasuries, the dollar, commodities, or inverse ETFs, aiming to reduce big drawdowns.
NutHow it works
Step 1 (regime): If a bond fund (BND) has risen over ~8 weeks, be Risk ON; else Risk OFF. Risk ON: when fear (UVXY) isn’t overheated, buy 1–2 of the most recently sold‑off choices (RSI = 0–100 of recent moves; low = sold‑off) among tech‑heavy, often 3x funds (TQQQ/UPRO/SOXL/TECL). If fear is high, switch between long/short long Treasuries (TMF/TMV). Risk OFF: choose hedges for rising vs falling rates—dollar (USDU), Treasuries (TMF/TMV/TBT), commodities (PDBC), anti‑beta (BTAL), staples (XLP), or inverse equity funds (SQQQ/TZA)—again favoring the most beaten‑down.
CheckmarkValue prop
Out-of-sample: ~41.8% annualized return vs 21.1% S&P; adaptive risk-on/off with bond strength and a fear gauge, plus hedges (Treasuries, USD, commodities) to pursue bigger upside while dampening losses—though stress periods can yield drawdowns up to ~84%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.671.320.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
317.34%13.44%6.16%5.09%0.8
Protected Leverage v2.4c 3x S&P 500 / NASDAQ v1.1 + V2 Fund Surfing - K-1 Free
333,713.87%104.6%-8.41%-17.23%1.61
Initial Investment
$10,000.00
Final Value
$33,381,386.72
Regulatory Fees
$193,237.63
Total Slippage
$1,356,962.09
Invest in this strategy
OOS Start Date
Jun 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, risk-on/risk-off, leveraged etfs, volatility filter, mean-reversion, rates regime, multi-asset hedging
Tickers in this symphonyThis symphony trades 25 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
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
SOXL
Direxion Daily Semiconductor Bull 3X ETF
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 toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.99%. 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, and options.