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Symphonies
Simons OOS highly diversified portfolio V5b (OOS > 3 months, size < 20 kB)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical, high-risk portfolio. It holds the ~8 mini-strategies that worked best recently, leaning into leveraged US tech/semis in uptrends and shifting to cash, Treasuries, gold, USD or managed futures (KMLM) when stress hits; buys deep dips and can short briefly.
NutHow it works
Many rules run in parallel; it keeps the ~8 that performed best over the last month. It flips risk-on/off. When fear jumps or the S&P 500 is below its 200-day trend, it moves to defense: cash (BIL/SHV), Treasuries (IEF/TLT/TMF), gold (GLD), the US dollar (UUP), or KMLM (managed futures). In calm uptrends it rides leveraged tech (TQQQ, SOXL, UPRO/TECL), buys dips when RSI—a 0–100 “heat meter”—nears 30, and may short briefly (SQQQ/SOXS).
CheckmarkValue prop
Out-of-sample annualized return ~43.8% vs the S&P’s ~18.8%, with a Calmar near 0.98 and positive risk-adjusted edge. Diversified tactical sleeves ride uptrends and hedge stress; be prepared for deeper drawdowns (~44%) in crises.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.81.840.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
89.88%20.8%-0.15%0.4%1.26
Simons OOS highly diversified portfolio V5b (OOS > 3 months, size < 20 kB)
3,432.21%185.93%2.71%-5.3%2.32
Initial Investment
$10,000.00
Final Value
$353,220.90
Regulatory Fees
$1,345.87
Total Slippage
$8,580.71
Invest in this strategy
OOS Start Date
Sep 18, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-strategy allocator, trend & momentum, dip-buying, volatility hedging, leveraged etfs, sector/stock rotation, tech/semis tilt, managed futures, risk-on/off
Tickers in this symphonyThis symphony trades 79 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPL
Apple Inc.
Stocks
ABBV
ABBVIE INC.
Stocks
ADBE
Adobe Inc.
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
Stocks
AMZU
Direxion Shares ETF Trust Direxion Daily AMZN Bull 2X Shares
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
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 toNFLX, XOM, UUP, TECL, TQQQ, EDC, URTY, UNH, FTLS, COSTandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 40.51%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.58%. 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.