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Symphonies
Safer Baller - Loop 2.24.24
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A backtested, rule-based, leveraged multi-asset strategy that uses momentum and regime signals to tilt between aggressive levered bets on tech/semis and hedged/safer positions, with ARK-theme overlays and volatility hedging to control drawdowns.
NutHow it works
A layered decision tree scans many assets for momentum and regime signals. When momentum is strong and risk is acceptable, it favors levered long bets (e.g., TQQQ, TECL, SOXL, UPRO) and selects top assets by RSI or drawdown quality. If signals deteriorate or volatility spikes, the model deleverages, hedges with UVXY/VIXY, and shifts toward safer bonds/cash. It also weaves ARK-theme baskets with long and short sides. Each asset gets a weight, and the basket is rebalanced as conditions change.
CheckmarkValue prop
Out-of-sample, this strategy delivers stronger risk-adjusted upside than the S&P 500: Sharpe ~1.41 vs 1.37, Calmar ~3.20, and ~105% annualized return vs ~28% for SPY— with higher leverage but disciplined hedging to help manage drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.352.330.490.7
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
19%19.59%-1.77%0.2%1.04
Safer Baller - Loop 2.24.24
83.86%87.09%0.55%7.58%1.29
Initial Investment
$10,000.00
Final Value
$18,385.90
Regulatory Fees
$45.96
Total Slippage
$266.93
Invest in this strategy
OOS Start Date
Feb 24, 2024
Trading Setting
Daily
Type
Stocks
Category
Leverage, regime trading, multi-asset, rsi/moving averages, volatility hedges, ark themes, deleveraging, backtested
Tickers in this symphonyThis symphony trades 95 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill 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.

"Safer Baller - Loop 2.24.24" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Safer Baller - Loop 2.24.24" is currently allocated toENPH, TSLS, LABU, YANG, SOXS, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Safer Baller - Loop 2.24.24" has returned 89.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Safer Baller - Loop 2.24.24" is 32.94%. 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 "Safer Baller - Loop 2.24.24", 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.