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Symphonies
$RB Simple 20d BND vs 60d SH | VXX edition (no k1)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based tactical strategy: when short-term readings say stocks are overheated, it shifts into a VIX hedge (VXX) plus cash (BIL). If the backdrop and trends are healthy, it rides the uptrend mainly via TQQQ; otherwise it steps back to cash.
NutHow it works
A rules-based, risk-on/risk-off plan. It watches short‑term “heat” (RSI = a 0–100 speedometer of recent moves) on broad markets and sectors. If heat is extreme, it hedges by buying VXX (tends to rise when stocks fall) and parks the rest in BIL (T‑bills). If not, and the backdrop looks calm (bonds > short S&P) and trends are up, it rides the uptrend mainly with TQQQ (3× Nasdaq). If trends weaken it goes to BIL; on washouts it may briefly use TECL/SPXL or rarely PSQ.
CheckmarkValue prop
Tech-led upside with disciplined hedging. Out-of-sample results show ~44.1% annualized return vs ~16.9% for the S&P, with solid risk-adjusted metrics (Sharpe ~0.91, Calmar ~0.87). Note: drawdowns can approach ~50% in stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.111.520.320.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
180.76%13.81%2.19%5.01%0.76
$RB Simple 20d BND vs 60d SH | VXX edition (no k1)
1,434,198.63%231.8%2.34%10.85%2.54
Initial Investment
$10,000.00
Final Value
$143,429,863.00
Regulatory Fees
$296,495.42
Total Slippage
$2,118,084.42
Invest in this strategy
OOS Start Date
Jul 17, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, volatility hedge, trend-following, mean-reversion, leveraged etfs, risk-on/risk-off
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
RETL
Direxion Daily Retail Bull 3X Shares
Stocks
SH
ProShares Short S&P500
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 50.50%. 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.