Skip to Content
Symphonies
Self-Replicating Bootstraps
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switcher that rides tech booms, hedges or shorts when markets overheat or fall, and uses managed futures or gold in choppy or inflationary regimes. It adapts using trend, recent‑move, volatility, and bond signals. High risk.
NutHow it works
Think of 4 rulebooks run side‑by‑side, rebalanced daily. 1) If stocks are trending and calm, it rides high‑octane tech (3× Nasdaq/S&P). 2) If they overheat (RSI = a “speedometer” of recent buying) or spike, it buys “fear” (VIX funds) or parks in cash. 3) If they break down (below trend or big drops), it shorts via inverse funds. 4) In choppy/inflation shocks, it shifts to managed‑futures (DBMF/KMLM) or gold. Bonds help flip risk on/off.
CheckmarkValue prop
Rule-based strategy with outsized, out-of-sample performance: annualized return ~63.7% vs 18.5% for the S&P, Sharpe ~1.54 vs 1.04, Calmar ~2.05. Diversified regime-switching seeks tech upside and resilient hedges for downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.180.690.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
59.47%12.7%-1.77%0.2%0.77
Self-Replicating Bootstraps
11,252.25%235.97%-5.03%2.82%3.79
Initial Investment
$10,000.00
Final Value
$1,135,224.52
Regulatory Fees
$2,987.27
Total Slippage
$18,442.29
Invest in this strategy
OOS Start Date
Jul 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, leveraged etfs, volatility etps, managed futures, trend/momentum, risk management
Tickers in this symphonyThis symphony trades 41 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
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
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EDZ
Direxion Daily MSCI Emerging Markets Bear 3X ETF
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
FAS
Direxion Daily Financial Bull 3x 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.

"Self-Replicating Bootstraps" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Self-Replicating Bootstraps" is currently allocated toDBMF, BTAL, EDCandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Self-Replicating Bootstraps" has returned 59.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Self-Replicating Bootstraps" is 31.13%. 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 "Self-Replicating Bootstraps", 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.