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

About

Monthly, two-sleeve plan: 70% shifts between S&P 500, Treasuries, or a safety mix using a junk‑bond canary; 30% tilts to Bitcoin or a strong‑USD pick when bonds are firm, otherwise buys the most beaten‑down option from a short menu.
NutHow it works
Rebalances monthly. 70% core: If JNK (junk bonds) beat BIL (cash) over the last month, buy SPY (S&P 500). If not, but TLT (long Treasuries) has risen lately, buy TLT; else split among UUP (US dollar), GLD (gold), XLP (staples), SHY (short Treas). Also, 40% of this core always sits equally in UUP+GLD+SHY. 30% sleeve: If BND (total bonds) is rising, hold the stronger of GBTC (Bitcoin) or USDU (USD). If not, buy the single most “washed‑out” by RSI (a short‑term strength gauge; lower=weaker) from a small list.
CheckmarkValue prop
Out-of-sample edge: 19.16% annualized return, 9.58% max drawdown, beta ~0.31, Sharpe ~1.46, Calmar ~2.0 vs SPY 18.28% return and 18.76% drawdown. Diversified, risk-managed with crypto/dollar hedges for steadier, higher risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.260.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
317.34%14.55%-1.77%0.2%0.85
SG Test - 2 monthly combo v2 - 1x leveraged
4,242.76%43.13%0.48%2.1%1.72
Initial Investment
$10,000.00
Final Value
$434,275.54
Regulatory Fees
$237.47
Total Slippage
$1,497.85
Invest in this strategy
OOS Start Date
Oct 5, 2024
Trading Setting
Monthly
Type
Stocks
Category
Tactical asset allocation, trend following, risk-on/risk-off, crypto tilt, defensive hedging
Tickers in this symphonyThis symphony trades 17 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
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
STIP
iShares 0-5 Year TIPS Bond 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUSDU, UUP, SHY, GLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 16.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.58%. 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.