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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‑risk system: when stocks look overheated (high RSI), it bets on a volatility spike via VIX ETFs; otherwise it sits in T‑bills/BTAL or rotates into oversold 3x tech/semis or calmer trend/long‑short picks, with a bond‑driven safety switch.
NutHow it works
It checks a “heat” gauge (RSI, 0–100) on big stock indexes. If they’re very hot (>~80), it buys VIX funds (VXX/VIXY/UVXY/UVIX/VIXM) that jump when fear spikes; otherwise it parks in T‑bills (BIL) or BTAL. When not overheated, it takes shots at oversold 3x tech/semis (TECL/SOXL) or picks FNGU if tech leads; if not, it chooses the calmest of KMLM (managed‑futures), FTLS (long/short), or UUP (US$). A bond‑vs‑stocks check can send it to cash plus a small short (PSQ). High risk.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~0.94 vs SPY ~0.86, annualized return ~42.9% vs 16.2%, Calmar ~1.92. Slightly larger drawdown (~22% vs ~18%). A volatility-first contrarian strategy offers higher upside with disciplined risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.40.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
14.65%16.23%2.19%5.01%0.86
Simons NOVA | Drawdown Duel | Just (front)run this & Overcompensating Frontrunner & WHS 60d block | v1 V1
38.39%42.98%-4.99%4.23%0.94
Initial Investment
$10,000.00
Final Value
$13,839.01
Regulatory Fees
$27.09
Total Slippage
$162.93
Invest in this strategy
OOS Start Date
Aug 11, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi timing, vix hedging, leveraged etfs, sector rotation, managed futures (kmlm), long/short (btal, ftls), cash/t-bills (bil), tactical short (psq)
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 Shares
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 Shares
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 toBILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.91%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.37%. 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, crypto, and options.