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Symphonies
SSO, Energy, Chips, Commodities 🦢+V1 New SOXL Baller
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A layered, multi-asset momentum strategy that mixes long semis/tech themes with hedges in volatility and inverse ETFs, plus bond exposure for risk control; rotates to the strongest idea while cashing out when signals aren’t clear.
NutHow it works
It continuously scans several asset groups (semiconductors, energy, commodities, bonds, volatility). It uses RSI and momentum to decide when to buy or short, then rotates into the strongest performer within a group. It also uses hedges (UVXY, SQQQ, SOXS) to profit from or protect against spikes in volatility or declines in tech. Cash is kept when signals are unclear. Positions are sized to a two-way balance across long and short sleeves, with small rebalances unless signals demand change.
CheckmarkValue prop
Out-of-sample edge: ~35% annualized return vs ~23% for SPY, with beta ~0.81 and Calmar ≈1.01, thanks to diversified momentum, hedging, and tactical rotations. Higher drawdown risk (~34% vs ~19%) but bigger upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.140.910.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
497.75%14.35%-1.77%0.2%0.88
SSO, Energy, Chips, Commodities 🦢+V1 New SOXL Baller
439,869,641.52%214.85%-7.14%-11.24%2.5
Initial Investment
$10,000.00
Final Value
$43,986,974,152.07
Regulatory Fees
$192,937,848.77
Total Slippage
$1,387,825,737.35
Invest in this strategy
OOS Start Date
Feb 24, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, momentum, sector rotation, long/short, volatility hedging, quantitative rules
Tickers in this symphonyThis symphony trades 37 assets in total
Ticker
Type
AMD
Advanced Micro Devices
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EDV
Vanguard World Funds Extended Duration ETF
Stocks
ENPH
Enphase Energy, Inc.
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
NVDA
Nvidia Corp
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 toENPH, SOXSandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.20%. 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.