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Symphonies
[Serenity] The Golden Ratio FTLT ratios | MikeG
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, daily strategy split across gold (~41%), a bond/tech timer (~24%), emerging markets (~20%), Nasdaq/US stocks (~13%), and REITs (~3%). It rides uptrends, shifts to inverse or bonds in downtrends, and briefly hedges when markets look overheated.
NutHow it works
It uses two signals: moving averages (price vs its 200‑day line to spot uptrends/downtrends) and RSI (0–100 “heat meter”: >80 too hot, <30 washed out). Each sleeve picks from a small set of leveraged funds (long, inverse, or Treasuries). In uptrends it holds bull funds; in downtrends it holds inverse or bonds. If things get too hot, it briefly hedges with UVXY. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Sharpe 1.78 vs S&P 1.44, Calmar 3.26, annualized return ~68% vs ~32%. A diversified, tactical sleeve strategy aims for strong upside with risk-managed hedges, delivering superior risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.620.580.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
682.7%15.66%1.36%5.73%0.95
[Serenity] The Golden Ratio FTLT ratios | MikeG
1,520,089.96%97.56%6.6%38.06%2.87
Initial Investment
$10,000.00
Final Value
$152,018,996.03
Regulatory Fees
$194,626.12
Total Slippage
$1,354,716.90
Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical rotation, leveraged etfs, gold, bonds/duration, tech/nasdaq, emerging markets, real estate, volatility hedge
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 toDRV, UGL, TQQQ, EDZandIVV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 68.05%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 20.90%. 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.