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Symphonies
Structures (Frameworks and Hedges)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based “risk-on/risk-off” system: buy 3x stock funds after sharp dips, hedge when markets get overheated or fearful, and rotate among bonds, gold, commodities, and the U.S. dollar. Uses cash-like T‑Bills when signals are unclear. Very aggressive.
NutHow it works
Each day it follows rules that switch between offense and defense. - RSI (a 0–100 “heat” score): low = washed out, high = overheated. - On dips (low RSI) it buys 3x index funds: SPXL=S&P 500, TQQQ=Nasdaq, SOXL=semis. If too hot (high RSI), it hedges with UVXY (volatility). If unsure, it parks in BIL (T‑Bills). - It also rotates among PDBC/DBMF/GLD (commodities/gold), USDU (U.S. dollar), and bonds (TLT/IEF/TMF) based on which is winning. Utilities/healthcare, SH (short S&P) and other hedges are used when risk rises. Weights favor the calmer assets. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return 21.88% vs S&P 21.10%, with lower max drawdown (14.54% vs 18.76%) and a safer beta (~0.68). Strong risk-adjusted edge (Calmar 1.50). More upside with controlled risk through dip-buying and hedging.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.310.420.220.47
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
166.31%15.79%2.19%5.01%0.83
Structures (Frameworks and Hedges)
1,036.04%43.86%1.15%6.27%2.13
Initial Investment
$10,000.00
Final Value
$113,604.22
Regulatory Fees
$242.87
Total Slippage
$1,363.38
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedging, commodities & dollar, bonds, momentum/rsi, risk-on/risk-off
Tickers in this symphonyThis symphony trades 30 assets in total
Ticker
Type
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
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DIA
SPDR Dow Jones Industrial Average ETF Trust
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
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.

"Structures (Frameworks and Hedges)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Structures (Frameworks and Hedges)" is currently allocated toUPRO, IEF, USDU, CURE, DBMF, SPXL, SPY, TQQQ, TLT, PDBC, BILandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Structures (Frameworks and Hedges)" has returned 21.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Structures (Frameworks and Hedges)" is 14.54%. 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 "Structures (Frameworks and Hedges)", 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.