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Symphonies
Roth component - euro bonds to treasuries
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “traffic light” system. It compares which markets have done better recently to flip between defensive or aggressive and between value/commodities or tech/growth. It then buys ETF baskets matched to that regime, with some hedges.
NutHow it works
Think of three traffic lights, checked daily. 1) Long‑term mood: if European corporate bonds lag safe U.S. Treasuries, go defensive; otherwise, be more aggressive. 2) Short‑term mood: if low‑vol stocks beat the S&P lately, stay cautious; otherwise, risk‑on. 3) Style: if small “growth” trails “value,” favor commodities/value; else favor tech/growth and long‑term bonds. Each branch buys a preset ETF basket.
CheckmarkValue prop
Out-of-sample, this dynamic, multi-asset regime strategy delivers higher risk-adjusted returns (oos Sharpe 1.30 vs 1.09) with far lower drawdown (4.5% vs 18.8%) and Calmar 3.41—offering smoother growth versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.310.20.45
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
287.47%13.76%1.36%5.73%0.81
Roth component - euro bonds to treasuries
2,899.92%38.24%4.95%5.4%2.69
Initial Investment
$10,000.00
Final Value
$299,992.30
Regulatory Fees
$2,187.33
Total Slippage
$13,363.43
Invest in this strategy
OOS Start Date
Sep 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, relative strength, multi-asset, etfs, leveraged/inverse, commodities, currencies, volatility
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 toIAI, SMH, QQQ, SVXY, TBT, XLE, YXI, IGV, EUO, UNLandKCE. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 4.47%. 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.