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Symphonies
SG Live - 2 monthly combo v2 - 1x leveraged - 401k eligible
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A two‑sleeve, monthly plan. Half rotates between Bitcoin vs the U.S. dollar (or a single oversold diversifier). The other half toggles SPY ↔ TLT ↔ a defensive basket using a junk‑bond “canary,” with 40% of that half always in a safety mix.
NutHow it works
- Split the portfolio 50/50 into two sleeves. Rebalance monthly. - Sleeve A (50%): If broad bonds have risen lately, buy whichever is stronger: Bitcoin (GBTC) or the U.S. dollar (USDU). If bonds have not, buy one “most oversold” pick from a list (gold, tech, anti‑beta, USD, short Treasuries‑TIPS, a volatility premium fund, or a rates hedge). - Sleeve B (50%): 60% uses a “canary” test: if junk bonds beat cash over the last month, hold the S&P 500 (SPY); if not, hold long Treasuries (TLT) if they’ve been rising, otherwise hold a defensive mix (gold, consumer staples, short Treasuries, USD). The other 40% always stays in a defensive mix (gold, short Treasuries, USD).
CheckmarkValue prop
Out-of-sample edge: ~24% annualized return, Sharpe ~1.28, Calmar ~2.05, max drawdown ~11.7%, with beta ~0.35—clear, steadier, higher risk-adjusted growth vs SPY's ~18% return and ~18.8% drawdown.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.290.320.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
72.06%12.17%-1.77%0.2%0.75
SG Live - 2 monthly combo v2 - 1x leveraged - 401k eligible
335.14%36.5%1.01%1.74%1.68
Initial Investment
$10,000.00
Final Value
$43,513.94
Regulatory Fees
$20.68
Total Slippage
$127.23
Invest in this strategy
OOS Start Date
Oct 6, 2024
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, risk-on/risk-off, momentum and mean-reversion, crypto & usd rotation, defensive hedges, monthly rebalance
Tickers in this symphonyThis symphony trades 16 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
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IAU
iShares Gold Trust
Stocks
JNK
State Street SPDR Bloomberg High Yield Bond ETF
Stocks
PFIX
Simplify Interest Rate Hedge ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
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 toUSDU, SHY, GLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 22.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.69%. 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.