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Symphonies
Signal 5.1 / 5.2 | Gobi
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All-in on a 3x tech fund (TECL) when either utilities have slumped (>10% in ~70 days) or corporate bonds have surged (>6% in ~65 days); otherwise sit in T‑bills (BIL). Daily checks. Very concentrated and high risk.
NutHow it works
Each day it checks two signals: 1) If utilities (VPU) fell more than 10% over ~70 trading days, buy TECL, a fund aiming for triple the daily move of big tech stocks. 2) Otherwise, if corporate bonds (CORP) rose more than 6% over ~65 days, also buy TECL. 3) If neither is true, hold BIL (a T‑bill, cash‑like fund).
CheckmarkValue prop
Out-of-sample edge: Sharpe 19.35 vs ~2.5 for the S&P, Calmar ~369, and max drawdown ~1.1% vs ~5.1% for SPY. Raw returns are modest (~4% p.a.), but the strategy delivers superior risk control and tech upside capture.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.180.460.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
597.14%13.63%-1.77%0.2%0.83
Signal 5.1 / 5.2 | Gobi
2,851.29%24.95%0.27%0.86%1.09
Initial Investment
$10,000.00
Final Value
$295,128.74
Regulatory Fees
$175.36
Total Slippage
$1,096.88
Invest in this strategy
OOS Start Date
May 25, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum/contrarian triggers, leveraged tech, risk-on/off, cash/t‑bills fallback
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
VPU
Vanguard Utilities 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.

"Signal 5.1 / 5.2 | Gobi" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Signal 5.1 / 5.2 | Gobi" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Signal 5.1 / 5.2 | Gobi" has returned 3.96%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Signal 5.1 / 5.2 | Gobi" is 0.01%. 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 "Signal 5.1 / 5.2 | Gobi", 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.