Skip to Content
Symphonies
Simple Market Strategy / TMV/TMF Selector v2.0
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules‑based, tactical switch using a volatility gauge (UVXY) to choose between a Treasury bet (TMF/TMV) and an equity bull/bear engine. Signals rely on RSI and recent drawdown; hedges in dollar/gold; occasional commodity holds. Heavy use of 3×/vol funds—high risk.
NutHow it works
RSI=0–100 “heat” of recent moves (>70 hot/<30 cold). Max drawdown=worst recent drop. - If UVXY (volatility ETF) is hot, pick TMF or TMV (3× long/short long‑term Treasuries) by recent damage; if both calm, own the 2 weakest (5‑day RSI) from SHY (short Treasuries), TQQQ/SPXL (3× stock bulls), and DBC/DBA (commodities). - Else stocks: if SPY/QQQ very hot, buy UVXY; if SPY fell >6% in 10d, use SQQQ/SPXU (3× stock bears) or hedge with UUP (US dollar)+GLD (gold); otherwise buy the dip in TQQQ/SPXL/SHY.
CheckmarkValue prop
Out-of-sample edge: ~67% annualized return vs ~22% for SPY, Sharpe ~1.39, Calmar ~1.32. Regime-switching with hedges targets bigger upside with disciplined risk; higher leverage means larger drawdowns in stress vs the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.71.080.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
608.48%14.63%-1.77%0.2%0.9
Simple Market Strategy / TMV/TMF Selector v2.0
4,745,935.72%111.92%-2.97%-3.89%1.8
Initial Investment
$10,000.00
Final Value
$474,603,572.31
Regulatory Fees
$1,554,454.14
Total Slippage
$11,157,487.80
Invest in this strategy
OOS Start Date
Sep 23, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, volatility regime filter, rsi/momentum, drawdown-based rotation, bonds, commodities, hedged, short-term
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
BSV
Vanguard Short-Term Bond ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 55.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.00%. 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.