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Symphonies
Single condition test
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A high‑octane, rules‑based swing strategy that toggles between cash, volatility, and 2x/3x tech/semis/S&P ETFs based on trend, interest‑rate direction, and short‑term “stretched” readings—buying dips in uptrends and hedging or shorting in sell‑offs.
NutHow it works
It reads market “regimes” using trends (short vs long averages), interest‑rate direction (long Treasury behavior), and how stretched prices are (RSI = a hot/cold meter of recent moves). Uptrends: buy the most beaten‑down 2x/3x tech/semis/S&P fund (buy‑the‑dip). Sell‑offs: flip to inverse funds or volatility (UVXY). If unclear, sit in T‑bills (BIL). It may also use oil, dollar, or Brazil/India ETFs when they’re strongest.
CheckmarkValue prop
Out-of-sample edge: ~22% annual return with ~2% max drawdown, vs SPY's ~18.8%. regime-aware timing aims for big gains while dramatically limiting losses, delivering stronger risk-adjusted performance than the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.29-0.460.07-0.27
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.2%14.76%-0.15%0.4%0.91
Single condition test
1,427.44%20.94%0.27%0.87%0.77
Initial Investment
$10,000.00
Final Value
$152,743.97
Regulatory Fees
$23.05
Total Slippage
$154.71
Invest in this strategy
OOS Start Date
Jan 23, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend + mean reversion, volatility timing, rates regime, risk-on/off
Tickers in this symphonyThis symphony trades 38 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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWZ
iShares MSCI Brazil 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.

"Single condition test" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Single condition test" is currently allocated toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Single condition test" has returned 21.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Single condition test" is 0.02%. 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 "Single condition test", 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.