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Symphonies
Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

One-position, rules-based swing strategy: fade overheated markets with BTAL, buy 2× QQQ/S&P 500 on sharp selloffs to catch a pop, otherwise park in T‑bills. Uses RSI as a “hot/cold” gauge. Avoids K‑1 funds; no special crash hedge.
NutHow it works
It watches a 0–100 “speedometer” of recent price moves (RSI) on big US stock trackers (S&P 500, Nasdaq‑100), major sectors (tech, staples, discretionary), and value/growth mixes. If readings are very hot, it moves to BTAL, a fund that bets boring/safer stocks beat the flashy/riskier ones. If readings are very cold, it tries to catch a quick rebound using a 2× Nasdaq‑100 (QLD) or 2× S&P 500 (SSO) fund (or short‑term bonds if those look weaker). Otherwise it sits in T‑bills (BIL).
CheckmarkValue prop
Low-beta, drawdown-conscious strategy: OOS max drawdown 15.24% vs SPY’s 18.76%, Calmar 1.15, and solid risk-adjusted profile; 17.46% OOS annualized return—safer, smoother exposure that complements the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.120.280.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
625.85%14.67%-3.61%-3.05%0.9
Single Pops (Medium Leverage - No K1 - No Black Swan Catcher) l 2 Nov 2011
770.09%16.11%0.28%-2.56%1.09
Initial Investment
$10,000.00
Final Value
$87,008.67
Regulatory Fees
$389.46
Total Slippage
$2,243.61
Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical timing, mean reversion, contrarian, rsi‑based, leveraged etfs, market‑neutral, cash‑parking, large‑cap tech tilt
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
VOOG
Vanguard S&P 500 Growth ETF
Stocks
VOOV
Vanguard S&P 500 Value ETF
Stocks
VTV
Vanguard Value 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 15.24%. 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.