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Symphonies
Smooth Criminal (Anansi) | 2012-10-25 | 62.3/7.6
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, daily strategy that rides tech uptrends with 3× ETFs, buys dips, and flips to hedges, volatility trades, or Treasuries when fear or downtrends hit. Uses a 200‑day trend check, a 0–100 “hot/cold” meter (RSI), and a short‑term “choppiness” filter.
NutHow it works
Rebalanced daily. Step 1: Is the S&P 500 above its 200‑day average? If yes, ride uptrends with tech‑heavy 3× funds and buy dips (RSI = 0–100 “hot/cold” meter). If no or when things get overbought/volatile (“choppy”), switch to hedges (inverse funds), volatility (UVXY/SVXY), or Treasuries. About 30% sits in calmer, defensive funds (SPLV/BTAL/BGX or T‑bills). Examples: TQQQ/UPRO = 3× Nasdaq‑100/S&P 500; SQQQ/SPXU = 3× inverse; UVXY = fear spikes; SVXY = fear fades; TLT/TMF/TMV = long/leveraged Treasuries; SPLV/BTAL/BGX = lower‑volatility ballast.
CheckmarkValue prop
Out-of-sample downside protection with built-in hedges and risk controls: max drawdown ~13.8% vs SPY ~18.8%, smoother volatility, Calmar ~0.73. Annualized return ~10% vs SPY ~21.7%. Safer, diversified growth with managed risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.20.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
486.56%14.11%-4.19%-3.74%0.87
Smooth Criminal (Anansi) | 2012-10-25 | 62.3/7.6
39,218.24%56.18%2.14%1.04%2.85
Initial Investment
$10,000.00
Final Value
$3,931,823.62
Regulatory Fees
$16,450.55
Total Slippage
$100,182.68
Invest in this strategy
OOS Start Date
Jan 31, 2024
Trading Setting
Daily
Type
Stocks
Category
Trend-following,tactical allocation,leveraged etfs,volatility trading,hedging,bonds,tech-heavy,daily rebalanced
Tickers in this symphonyThis symphony trades 43 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BGX
Blackstone Long-Short Credit Income Fund
Stocks
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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
PSQ
ProShares 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 toIEF, BGX, TMF, SVXY, SPXU, TQQQ, VTI, QLD, TMV, VIXM, BILandSPLV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 10.43%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.06%. 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.