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Symphonies
Sandy's Modified AAW (logic changeup) v2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Adaptive, rules‑based All‑Weather that pivots among stocks, Treasuries, gold, commodities, and the US dollar. Uses fear, trend, and volatility signals; adds leverage in calm times and hedges in stress. Aims to beat the S&P 500. K‑1 free.
NutHow it works
Rules‑based “All‑Weather.” It tracks fear (VIX), interest‑rates (TLT), and stock trend (S&P 500). When fear spikes, it moves to T‑bill ETFs (SHY/SHV). If rates fall and stocks trend up, it uses leveraged funds. If rates rise or stocks weaken, it shifts to defensives: staples, US dollar, gold, commodities, and short ETFs. It also times Treasuries: 3x long (TMF) when calm/up, avoids or shorts when overheated. Signals use RSI (hot/cold) and moving averages. K‑1 free.
CheckmarkValue prop
Out-of-sample, strong risk control: Sharpe ~1.06, Calmar ~0.88, max drawdown ~16.45% vs SPY ~18.76%, with lower volatility. Returns lag SPY, but offer steadier, diversified gains and K-1 free.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.160.390.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
294.46%12.41%-7.68%-7.76%0.76
Sandy's Modified AAW (logic changeup) v2
1,044.97%23.09%-4.44%-3.56%1.66
Initial Investment
$10,000.00
Final Value
$114,496.84
Regulatory Fees
$592.40
Total Slippage
$3,425.34
Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, trend-following, risk-managed, leveraged etfs, long/short, crash protection, macro, k-1 free
Tickers in this symphonyThis symphony trades 42 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
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTIP, IEF, USDU, RPV, TMF, UUP, DBC, HYG, SHY, LQD, SPY, BTAL, IEI, GLD, TMV, SQQQandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 12.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 16.45%. 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, and options.