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Symphonies
S6 Cockroach Approach
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An all‑weather, rules‑driven portfolio: chase tech strength in good times, cut risk fast in bad times with Treasuries, gold, volatility or short ETFs. Adds commodity and currency sleeves. Uses simple trend and “hot/cold” signals. High risk due to leverage.
NutHow it works
Split: Offense 40%, Defense 40%, Core 20%. Offense rides tech uptrends and buys dips using TQQQ/TECL/SOXL (3× tech/semis). If prices look overheated or fall fast, it flips to Treasuries (TMF/EDV), short tech (SQQQ) or volatility (UVXY). Defense is crash insurance (vol funds, Treasuries, gold, anti‑beta BTAL, staples/utilities). Separate sleeves trend‑follow commodities and, in deflation, rotate into government bonds. Signals use trends, a hot/cold score (RSI) and recent jumps/drops.
CheckmarkValue prop
Out-of-sample edge: ~38.5% annualized return vs SPY’s ~20.3%, Sharpe ~2.11 vs ~1.07, Calmar ~3.15, with lower max drawdown (12.2% vs 18.8%) and modest beta (~0.61).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.440.360.140.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
266.99%15.04%-0.15%0.4%0.86
S6 Cockroach Approach
8,706.61%62.01%2.53%6.79%2.87
Initial Investment
$10,000.00
Final Value
$880,661.44
Regulatory Fees
$1,491.36
Total Slippage
$9,256.84
Invest in this strategy
OOS Start Date
Jan 10, 2025
Trading Setting
Threshold 4%
Type
Stocks
Category
All-weather,tactical allocation,trend-following,tech growth,volatility hedging,leveraged/inverse etfs,commodities,bonds,currencies,defensive sectors
Tickers in this symphonyThis symphony trades 102 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
AGQ
ProShares Ultra Silver
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BNO
United States Brent Oil Fund, LP
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond 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.

"S6 Cockroach Approach" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"S6 Cockroach Approach" is currently allocated toTYD, IEF, SCO, XLV, ZSL, BSV, MBB, TMF, BLV, GLTR, DBA, SCHR, QQQ, SIVR, USO, UUP, NVDA, SLX, HYG, TLH, SHY, REMX, SPXL, SPY, PPLT, CPER, DBO, TECL, UGL, BTAL, SPTI, TQQQ, XYLD, SPTL, UBT, SHV, AAPL, AMZN, DIA, FXY, WEAT, GLL, TSLA, SOYB, XLU, AMD, GLD, BOIL, TLT, UCO, TSM, PSLV, UDOW, QYLD, SCHD, MSFT, BIL, FAAR, CORN, XLP, HYD, FXEandSGOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "S6 Cockroach Approach" has returned 33.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "S6 Cockroach Approach" is 12.22%. 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 "S6 Cockroach Approach", 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.