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Symphonies
Sandy's Modified AAWP (logic changeup) v2 + V1.1 Kearsarge - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, K-1-free All Weather that rotates among tech (QQQ/TQQQ), Treasuries (TLT/TMF/TMV), the US dollar (USDU) and commodities (PDBC/GDX). A fear/trend switch adds hedges (SQQQ/SOXS/BSV) during stress, aiming to beat the S&P 500 over time.
NutHow it works
Builds a 3-sleeve mix: ~35% stocks (mainly Nasdaq 100: QQQ/TQQQ, or shorts PSQ/SQQQ), ~50% bonds (TLT/TMF when rates fall; TMV/USDU and short QQQ when rates rise), ~15% commodities (PDBC; sometimes gold miners GDX). A fear switch (VIXY, trend and overbought/oversold readings like RSI = how hot/cold and moving averages) tilts to crash hedges (SOXS, cash-like BSV) in panics, and to TQQQ/TMF in calm uptrends. Rebalanced daily; K-1 free.
CheckmarkValue prop
Out-of-sample edge: ~37% annualized return vs 24% for the S&P; max drawdown ~9.5% vs ~18.8%; Calmar ~3.9; Sharpe ~1.20; beta ~0.93. Diversified, K-1-free, daily-rebalanced with crash protection for superior risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.530.0700.04
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
287.14%13.65%1.36%5.73%0.8
Sandy's Modified AAWP (logic changeup) v2 + V1.1 Kearsarge - K-1 Free
21,710.92%66.4%2.81%8.61%1.99
Initial Investment
$10,000.00
Final Value
$2,181,092.18
Regulatory Fees
$5,190.71
Total Slippage
$32,941.88
Invest in this strategy
OOS Start Date
Nov 27, 2023
Trading Setting
Daily
Type
Stocks
Category
All weather, tactical rotation, momentum & mean reversion, leveraged & inverse etfs, crash protection, k-1 free, multi-asset, daily rebalancing
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 toTIP, IEF, USDU, TMF, QQQ, GDX, HYG, SHY, LQD, SPY, SH, IEI, TLTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.93%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.49%. 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.