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Symphonies
SPHB BACKTEST - V 3.0 | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙‍♂️ | AR: 9335.3%, DD 32.3% - BT date 1DEC19 | FYI Framework
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, rules‑based rotation. Reads stocks, bonds, and commodities to pick one high‑momentum 3x fund in good times; fades overheated bursts with volatility; in stress, shifts to bearish ETFs, Treasuries (long or inverse), or cash‑like T‑Bills.
NutHow it works
It first reads the market’s weather: stock trend, bond trend/heat, commodity stress, a high‑beta risk gauge, and T‑bills vs 10‑yr bonds. If healthy, it buys one “fastest horse,” usually a 3x tech/semis/QQQ or S&P fund. If a rally looks too hot (RSI—0–100 hot/cold—high or a big 1‑day pop), it briefly buys volatility to hedge. If weak or inflation/rising‑rate stress, it flips to bearish 3x funds, to 3x Treasuries when rates fall, to 3x inverse Treasuries when rates rise, or parks in T‑Bills. It can also tilt to energy, the dollar, or strong countries.
CheckmarkValue prop
Out-of-sample edge: 45.6% annualized return vs SPY ~24%, Calmar 1.73, max drawdown 26% (SPY 18.8%), and lower beta. Regime-aware momentum with hedges aims for bigger, smoother growth than the S&P across cycles.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.430.170.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
609.29%14.92%1.36%5.73%0.91
SPHB BACKTEST - V 3.0 | ☢️ Beta Baller + TCCC 💊 | Deez, BrianE, HinnomTX, DereckN, Garen, DJKeyhole 🧙‍♂️ | AR: 9335.3%, DD 32.3% - BT date 1DEC19 | FYI Framework
34,550.87%51.44%0.36%0.93%1.52
Initial Investment
$10,000.00
Final Value
$3,465,086.61
Regulatory Fees
$3,893.18
Total Slippage
$24,978.10
Invest in this strategy
OOS Start Date
Oct 20, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, leveraged etfs, trend + mean reversion, volatility hedge, macro regime (stocks/bonds/commodities), tech/semis tilt
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSHY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 45.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.29%. 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, crypto, and options.