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Symphonies
Sisyphus V0.0 (291,7,2022)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily, rules-based strategy: chase strength with 3x tech/S&P, hide in T‑Bills/bonds on weakness, and hedge or profit from fear via VIX funds or shorts. Uses a simple hot/cold score (RSI), long‑term trend filters, and a KMLM check to tilt offense vs defense.
NutHow it works
Each day it chooses between offense, defense, or hedge. • Offense: ride strong trends with 3x tech/S&P funds (e.g., TQQQ). • Defense: park in T‑Bills/bonds. • Hedge: buy "fear" funds (UVXY/UVIX) or inverse ETFs when stocks look too hot. RSI = hot/cold meter (high=overheated, low=washed‑out). Price vs 200‑day average sets bull/bear. KMLM (managed‑futures) is a diversifier; when it outshines tech, the rules tilt safer.
CheckmarkValue prop
Out-of-sample, this strategy posts higher risk-adjusted returns vs the S&P: ~55% annualized vs ~29%, Sharpe ~2.71 vs ~2.53, Calmar ~11, ~5% max drawdown, beta ~0.8. Dynamic offense/defense with hedges for regime resilience.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.210.160.010.1
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
58.91%13.02%2.19%5.01%0.78
Sisyphus V0.0 (291,7,2022)
8,972.83%228.96%-0.97%5.83%4.63
Initial Investment
$10,000.00
Final Value
$907,282.52
Regulatory Fees
$1,938.98
Total Slippage
$11,974.76
Invest in this strategy
OOS Start Date
May 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical,momentum,trend-following,mean-reversion,leveraged etfs,volatility (vix),hedging,managed futures (kmlm),treasuries,tech-heavy,shorting
Tickers in this symphonyThis symphony trades 79 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
BOND
PIMCO Active Bond Exchange-Traded Fund
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
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.

"Sisyphus V0.0 (291,7,2022)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Sisyphus V0.0 (291,7,2022)" is currently allocated toBOND, SPXU, UGL, EDZ, SOXS, VIXY, SRTY, QID, BILandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Sisyphus V0.0 (291,7,2022)" has returned 54.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Sisyphus V0.0 (291,7,2022)" is 4.95%. 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 "Sisyphus V0.0 (291,7,2022)", 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, crypto, and options.