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Symphonies
Self-Replicating Bootstraps
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “risk‑on/risk‑off” playbook that chases strong uptrends with leveraged tech, but flips to cash, Treasuries, shorts, VIX products, gold, or managed‑futures when signals show stress or choppy markets. Uses trend lines, RSI extremes, and drawdown/volatility checks.
NutHow it works
It’s a daily, rules‑based switcher. It asks: Are stocks in an uptrend (above the 200‑day average)? Are moves stretched (RSI: 0–100; >70 hot, <30 cold)? Are there sharp drops/spikes or bond stress? If healthy, it rides tech with leveraged funds (TQQQ/TECL/UPRO). If not, it pivots to cash/T‑bills (BIL), Treasuries (IEF/TLT/TMF), shorts (PSQ/SQQQ/SPXU), volatility trades (VIXY/UVIX/SVIX), gold (GLD), or managed futures (KMLM/DBMF). Goal: ride booms, cut risk in busts.
CheckmarkValue prop
Out-of-sample, this strategy offers superior risk-adjusted upside: Sharpe 1.54 vs 1.04, Calmar 2.05, and ~63.7% annualized return vs ~18.5% for the S&P 500—driven by dynamic hedges and risk-on/risk-off rotations for diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.190.690.130.36
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.35%12.53%-2.23%-2.01%0.76
Self-Replicating Bootstraps
11,379.03%238.18%-3.99%4.35%3.8
Initial Investment
$10,000.00
Final Value
$1,147,903.03
Regulatory Fees
$2,959.79
Total Slippage
$18,270.70
Invest in this strategy
OOS Start Date
Jul 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend/momentum, mean‑reversion, volatility/vix, leveraged etfs, risk‑on/risk‑off, managed futures, defensive hedges
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, EDZandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Self-Replicating Bootstraps" has returned 58.01%. 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.