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Symphonies
Protected Leverage v2.5a + 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 offense/defense. If bonds trend up and markets are calm, it “surfs” oversold dips in leveraged tech; otherwise it holds short‑term Treasuries. In risk‑off it rotates into Treasuries, defensive sectors, currencies/commodities, or bearish ETFs. K‑1‑free.
NutHow it works
Daily: 1) If BND is up over ~11 weeks → Risk ON; else → Risk OFF. Risk ON: If SPY’s volatility is low, buy the most “oversold” (by RSI: a 0–100 recent buy/sell meter; low=oversold) from leveraged tech (TQQQ/TECL) plus a bond (IEF/SHY). If not low, hold SHY. Risk OFF: If TLT is falling (rates rising), rotate among USD/yen/hedged foreign stocks/commodities/market‑neutral and bearish ETFs; may add shorts. If TLT is rising, favor Treasuries and defensive sectors with low RSI. K‑1‑free.
CheckmarkValue prop
Out-of-sample annualized return 54.4% vs SPY’s 21.4%, with Sharpe ~1.29 and Calmar ~1.30. A dynamic risk-on/off, mean-reversion in calm markets, and K-1-free access. Expect higher drawdowns (~41.8%) in adverse periods, but big upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.490.550.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
299.92%13.47%1.36%5.73%0.8
Protected Leverage v2.5a + V1e Fund Surfing - K-1 Free
28,781.73%67.59%4.53%55.15%1.81
Initial Investment
$10,000.00
Final Value
$2,888,173.21
Regulatory Fees
$10,043.60
Total Slippage
$62,059.36
Invest in this strategy
OOS Start Date
Jun 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, leveraged etfs, mean reversion, momentum, defensive hedges, currencies & commodities, k‑1 free, daily rebalance
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 toIEFandTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 54.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.83%. 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.