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Symphonies
Samurai Surge - Mar 12
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules‑based strategy. In turmoil, it toggles between an aggressive tech bet (TQQQ) and safety hedges (cash, volatility, anti‑beta). In calmer times, it flips to a Europe trade (3x long EURL or 2x short EPV) using simple trend/“heat” checks. Uses leveraged ETFs; high risk.
NutHow it works
It follows a simple playbook. 1) First, it asks: is market stress spiking? It checks a volatility fund’s “heat” score (RSI = a quick read of how hot/cold recent moves are; >70 = hot). 2) If stress is high: it trades TQQQ (3x Nasdaq) tactically—buying sharp selloffs—or hides in BIL (T‑bills), UVXY/VIXY (volatility), or BTAL (anti‑beta), using trend checks to decide. 3) If stress isn’t high: it trades Europe—if in an uptrend/strong, go 3x long (EURL); else short (EPV).
CheckmarkValue prop
Out-of-sample annualized return ~108% vs S&P ~45%; beta ~0.45; Calmar ~6.9. A regime-switching strategy that captures tech rallies and uses hedges, delivering higher upside with disciplined risk vs S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.650.840.10.31
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
297.03%13.46%0.54%-0.34%0.8
Samurai Surge - Mar 12
129,677.53%92.83%-7.86%-5.42%1.61
Initial Investment
$10,000.00
Final Value
$12,977,753.48
Regulatory Fees
$27,240.27
Total Slippage
$184,793.12
Invest in this strategy
OOS Start Date
Apr 16, 2025
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, trend-following, mean reversion, volatility hedging, leveraged etfs, global equities, risk management
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EPV
ProShares UltraShort FTSE Europe
Stocks
EURL
Direxion Daily FTSE Europe Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IEUR
iShares Core MSCI Europe ETF
Stocks
IEV
iShares Europe ETF
Stocks
IWM
iShares Russell 2000 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.

"Samurai Surge - Mar 12" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Samurai Surge - Mar 12" is currently allocated toEURL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Samurai Surge - Mar 12" has returned 107.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Samurai Surge - Mar 12" is 16.00%. 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 "Samurai Surge - Mar 12", 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.