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Symphonies
Simple Logic α Collection
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “offense/defense” switch: ride tech uptrends with leveraged funds, stand aside or hedge when markets look too hot or weak using cash, Treasuries, inverse and volatility ETFs. Signals use moving averages and RSI (a short‑term heat gauge).
NutHow it works
Core idea: switch between offense and defense using simple signals. - Trend: If the S&P 500 is above its 200‑day average, it allows risk‑taking; below it, it gets defensive. - Heat gauge (RSI): high=“hot/overbought” (>~80) → move to cash or buy volatility; low=“cold/oversold” (<~30) → buy leveraged tech (TQQQ/TECL/SOXL/UPRO). - Mid‑zone: ride uptrends (e.g., TQQQ if above its 20‑day average) or hold hedges (PSQ/SQQQ), Treasuries, or cash (BIL/SHV). Focus: tech/semis. Very aggressive.
CheckmarkValue prop
Out-of-sample: ~45.6% annualized return vs ~17.7% S&P; Calmar ~1.05; alpha ~0.078. An offense/defense rule set targets tech upside with hedging, offering much higher upside but larger drawdowns than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.111.170.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
147.53%15.3%6.16%5.09%0.8
Simple Logic α Collection
197,927.16%229.56%26.63%22.31%2.76
Initial Investment
$10,000.00
Final Value
$19,802,715.53
Regulatory Fees
$37,000.05
Total Slippage
$244,718.87
Invest in this strategy
OOS Start Date
Jun 16, 2024
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation, trend-following, mean reversion, volatility hedging, leveraged etfs, long/short, equities, bonds, volatility
Tickers in this symphonyThis symphony trades 36 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FNGS
MicroSectors FANG+ ETNs due January 8, 2038
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
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.

"Simple Logic α Collection" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Simple Logic α Collection" is currently allocated toTQQQ, SHV, VIXY, UVXY, BIL, XLP, SPLVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Simple Logic α Collection" has returned 52.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Simple Logic α Collection" is 43.60%. 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 "Simple Logic α Collection", 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.