Skip to Content
Symphonies
[Sharpe'd] The Golden Ratio FTLT ratios | Mike G
Today’s Change
—

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

About

High‑risk, tactical, daily‑rebalanced portfolio rotating among leveraged stock, bond, gold, and real‑estate ETFs. It follows trends, uses RSI to sidestep extremes, and adds a volatility hedge when markets look overheated.
NutHow it works
Split into sleeves: US tech/stocks, emerging markets, gold, interest rates, and real estate. It checks the long‑term trend (is price above its 200‑day average?) and a short‑term “hot/cold” meter called RSI (0–100). Based on those, it holds bullish funds, bearish inverse funds, or Treasuries/cash. When stocks look overheated, it sometimes adds UVXY (a volatility spike hedge). Main funds: TQQQ/SQQQ (tech ±3x), TMF/TMV (Treasuries ±3x), UGL/GLL (gold ±2x), EDC/EDZ (EM ±3x), DRN/DRV (REITs ±3x). Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted gains than the S&P 500: Sharpe ~1.80 vs 1.41, Calmar ~3.0, annualized return ~72.8% vs 29.3%. Diversified, tactical leverage with hedges; accepts larger drawdowns for bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.750.770.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
669.43%15.2%-1.77%0.2%0.93
[Sharpe'd] The Golden Ratio FTLT ratios | Mike G
15,482,371.42%129.08%-1.85%17.62%2.94
Initial Investment
$10,000.00
Final Value
$1,548,247,142.04
Regulatory Fees
$2,039,349.77
Total Slippage
$14,595,052.99
Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend/momentum, leveraged etfs, risk-on/off, volatility hedge, emerging markets, gold, treasuries, reits
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X 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
GLL
ProShares UltraShort Gold
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
IGIB
iShares Trust iShares 5-10 Year Investment Grade Corporate Bond ETF
Stocks
IVV
iShares Core S&P 500 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 toDRN, UGL, TQQQ, EDCandIVV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 67.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.41%. 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.