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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

Daily, rules‑based blend of dip‑buying in S&P/Nasdaq/semis with volatility‑spike hedges, plus a macro sleeve rotating among bonds, gold, dollar, commodities, and managed futures. Defaults to T‑Bills when signals are unclear. Uses some 3× funds.
NutHow it works
Rebalances daily. Three engines: 1) Dip‑buying: when a short‑term gauge (RSI, 0–100) says S&P/Nasdaq/semis are cold (~30), buy 3× funds (SPXL, TQQQ, SOXL); otherwise hold T‑Bills (BIL). 2) Overheat hedge: when that gauge is very hot (~80–90), buy UVXY (jumps when fear/vol spikes). 3) Macro hedge: rotate among bonds (TLT/IEF), gold (GLD), US dollar (USDU), commodities (PDBC), and managed futures (DBMF) using 3–6‑mo trends plus a curve check. Leverage = high risk.
CheckmarkValue prop
Out-of-sample edge: 22.46% annualized return vs 21.14%, lower drawdown 14.54% vs 18.76%, Calmar ~1.54, Sharpe ~1.30. A diversified, dynamic strategy blending dip-buying, volatility hedges, and macro rotation to beat the S&P on risk-adjusted terms.
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
163.8%15.32%-0.15%0.4%0.82
Structures (Frameworks and Hedges)
1,094.71%43.98%3.51%5.91%2.14
Initial Investment
$10,000.00
Final Value
$119,470.71
Regulatory Fees
$247.67
Total Slippage
$1,392.48
Invest in this strategy
OOS Start Date
Nov 16, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, dip buying, momentum/trend, volatility hedge, leveraged etfs, macro rotation, risk management
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
State Street 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, SOXL, 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 22.85%. 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, and options.