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Symphonies
Simons NOVA | Drawdown Duel | Just (front)run this & Overcompensating Frontrunner & WHS 60d block | v1 V1
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A contrarian, high‑octane system: fade overbought markets with VIX funds, buy tech/semis on deep dips, otherwise sit in T‑Bills or diversifiers like KMLM/FTLS/USD. Uses RSI to time swings. Extremely high risk and not buy‑and‑hold.
NutHow it works
It watches big stock funds for “very hot” or “very cold” readings using RSI (a 0–100 speedometer of recent price moves). When things look too hot, it buys VIX funds that usually jump if stocks wobble—the hotter it is, the more aggressive the mix. If not hot, it parks in T‑Bills or rotates into diversifiers (KMLM managed‑futures, FTLS long/short, USD). On sharp dips, it may buy leveraged tech/semis for rebounds. Very high risk.
CheckmarkValue prop
Out-of-sample annualized return ~25.9% vs SPY ~16.5%, with Calmar ~1.16. RSI-driven volatility hedges plus opportunistic tech/semis. Higher drawdowns; not for buy-and-hold, but higher upside and diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.440.410.020.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
18.03%15.44%6.16%5.09%0.85
Simons NOVA | Drawdown Duel | Just (front)run this & Overcompensating Frontrunner & WHS 60d block | v1 V1
55.05%46.2%13.29%11.67%1.02
Initial Investment
$10,000.00
Final Value
$15,504.53
Regulatory Fees
$36.93
Total Slippage
$221.88
Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Volatility-timing, contrarian mean-reversion, leveraged etfs, risk-on/off rotation, managed futures, long/short, macro hedging
Tickers in this symphonyThis symphony trades 31 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FNGU
MicroSectors FANG+ 3x Leveraged ETNs due February 17, 2045
Stocks
FTLS
First Trust Long/Short Equity ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
JDST
Direxion Daily Junior Gold Miners Index Bear 2X 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 46.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.37%. 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.