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Symphonies
Simplified Way Too Long Backtest Switchboard - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily “switchboard” that rotates among tech‑heavy offense, Treasuries/cash defense, and occasional shorts using trend (200‑day average) and an RSI “heat meter,” sometimes fading extremes and sometimes riding momentum.
NutHow it works
It runs several playbooks and a selector picks which to follow each day. Signals used: price vs 200‑day average (uptrend or not) and RSI (a 0–100 “heat meter” of recent ups vs downs). In uptrends it rides growth (often tech/QQQ or 2x QQQ). When things get too hot it may duck into Treasuries. In weak trends it shifts to bonds, cash‑like T‑bills, or even short stocks.
CheckmarkValue prop
Out-of-sample: 33.1% annualized return vs 21.7% for the S&P, with Calmar ~1.19. Higher upside in up cycles and built-in risk control, but expect larger drawdowns (~27.7%) and higher beta (~1.50).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.790.310.56
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
515.23%10.36%-1.77%0.2%0.6
Simplified Way Too Long Backtest Switchboard - K-1 Free
285,222.52%53.96%-0.46%-1.44%1.68
Initial Investment
$10,000.00
Final Value
$28,532,251.84
Regulatory Fees
$56,920.56
Total Slippage
$383,344.97
Invest in this strategy
OOS Start Date
Dec 17, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, mean reversion, leveraged etfs, risk-on/risk-off, tech tilt, bonds, inverse etfs
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
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
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond 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 toSHV, SH, QLDandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.70%. 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.