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Symphonies
Super Simple Symphony - Less Derivatives -
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily switch: if short‑term T‑Bills recently beat the S&P 500, hold a defensive mix (blue chips, dividends, utilities, T‑Bills, gold). Otherwise, go 50/50 into 3× S&P 500 and 3× Nasdaq‑100 for aggressive upside.
NutHow it works
Each day it compares the past ~3 months’ total return of a cash‑like T‑Bill fund (BIL) to the S&P 500 (SPY). If T‑Bills did as well or better, it goes defensive: equal parts Dow stocks (DIA), dividend funds (VIG, VYM), utilities (VPU), T‑Bills (BIL), and gold (GLD). Otherwise it goes aggressive: 50/50 in 3× S&P 500 (UPRO) and 3× Nasdaq‑100 (TQQQ). Rebalances daily.
CheckmarkValue prop
Out-of-sample: ~40.9% annualized return vs SPY ~21%, Calmar ~1.26, Sharpe ~1.10. Higher drawdowns (~32% vs ~19%), but aims much bigger upside via disciplined regime switching and 3x leverage during uptrends.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.11.660.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
744.59%14.24%-0.15%0.4%0.86
Super Simple Symphony - Less Derivatives -
7,759.57%31.3%-3.17%-9.17%0.92
Initial Investment
$10,000.00
Final Value
$785,957.39
Regulatory Fees
$1,238.56
Total Slippage
$6,512.51
Invest in this strategy
OOS Start Date
Feb 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, momentum filter, risk-on/risk-off, leveraged equities, multi-asset defensive, daily rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
VIG
Vanguard Dividend Appreciation ETF
Stocks
VPU
Vanguard Utilities ETF
Stocks
VYM
Vanguard High Dividend Yield 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toVIG, DIA, VYM, VPU, GLDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.02%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 32.32%. 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.