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Symphonies
SPY minimum drawdown V3 | Garen Mod 9/5/22
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, four-part, risk-on/risk-off strategy. It leans into tech (often with 2x–3x Nasdaq ETFs) when trends are healthy or after dips, and quickly shifts to hedges (inverse Nasdaq, Treasuries, volatility) when conditions overheat or weaken, plus an oil trend sleeve.
NutHow it works
The portfolio has 4 sleeves: 20% S&P stock picker, 25% QLD tactical, 25% TQQQ tactical, 30% Oil/Bonds. It rebalances daily. - Uses trend (price vs 200-day average) and a “hot/cold” score (RSI: low=cold, high=hot). - In calm uptrends it buys tech (QLD/TQQQ or big tech stocks), especially after dips (low RSI). - When markets get “too hot” or weak, it flips to hedges: inverse Nasdaq (SQQQ/QID), Treasuries (TLT/SHY/BSV), or volatility (UVXY). - Holds oil (DBO) only when oil is rising.
CheckmarkValue prop
Out-of-sample, this four-sleeve trend strategy offers stronger risk-adjusted upside vs SPY: annualized return ~59.6% vs 35.6%, Sharpe ~2.94 vs 2.72, Calmar ~6.19; hedges add resilience, though max drawdown ~9.63% vs 5.07%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.550.570.140.38
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
280.12%13.19%-1.77%0.2%0.78
SPY minimum drawdown V3 | Garen Mod 9/5/22
62,454.58%81.78%12.44%16.06%2.38
Initial Investment
$10,000.00
Final Value
$6,255,458.10
Regulatory Fees
$15,573.08
Total Slippage
$96,820.06
Invest in this strategy
OOS Start Date
May 9, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/off, leveraged etfs, trend + mean reversion, volatility hedging, oil/bonds hedge
Tickers in this symphonyThis symphony trades 79 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ACN
Accenture PLC
Stocks
ADBE
Adobe Inc.
Stocks
AMD
Advanced Micro Devices
Stocks
AMN
AMN Healthcare Services
Stocks
AMZN
Amazon.Com Inc
Stocks
ANET
Arista Networks
Stocks
AOS
A.O. Smith Corporation
Stocks
AOSL
Alpha and Omega Semiconductor Limited
Stocks
ASML
ASML Holding NV
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 toGGB, INFY, ULTA, CORT, ROL, CPRT, NVDA, WGO, DBO, TQQQ, AAPL, AMZN, TSLA, AMD, TSM, MSFTandAOS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 9.63%. 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.