Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
rebalanced/leveraged 2007 FTLT | Hedged (Public)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio that replaces buy‑and‑hold SPY with a tactical core plus hedges. It buys strength (often tech), buys big dips selectively, and parks in cash/bonds or uses hedges when risk rises. Includes energy/commodity sleeves. Uses leveraged/inverse ETFs; higher risk.
NutHow it works
Daily, the strategy checks simple “heat” (RSI) and trend (moving averages) on broad markets. If trends are healthy, it owns strong areas (often tech; sometimes small caps/energy). If markets look overheated or weak, it parks in T‑Bills (SHV), shifts to Treasuries, or uses hedges (inverse funds, volatility). Small sleeves trade oil, commodities, EM. RSI = hot/cold gauge; MAs = trend lines.
CheckmarkValue prop
Daily hedged tactical core that aims for risk-adjusted alpha over SPY. OOS: max drawdown 12.9% vs 18.8% for SPY; beta ~0.86; Calmar 1.24; oos annualized return 15.97% vs SPY 19.47%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.390.190.44
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
539.83%15.17%2.19%5.01%0.92
rebalanced/leveraged 2007 FTLT | Hedged (Public)
11,598.59%43.68%3.78%0.39%2.48
Initial Investment
$10,000.00
Final Value
$1,169,858.77
Regulatory Fees
$4,999.14
Total Slippage
$31,173.18
Invest in this strategy
OOS Start Date
Sep 2, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, hedged rotation, trend + mean reversion, volatility overlays, leveraged & inverse etfs, daily rebalance
Tickers in this symphonyThis symphony trades 63 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
COST
Costco Wholesale Corp
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
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 toXME, FCG, EUM, SOXL, DBA, SVXY, UUP, DBC, SHY, TQQQ, ICLN, SHV, XLE, TAN, TMV, VIXMandFAN. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.88%. 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.