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Symphonies
Symphony Weightings Using Shartino Score
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily‑rebalanced, rules‑based portfolio that rotates among tech (QQQ), Treasuries, commodities, energy and the U.S. dollar using trend and overheated/oversold signals. It can park in T‑bills, short markets, or use volatility hedges to limit drawdowns.
NutHow it works
A bundle of rule-driven sleeves. Each checks trend (price vs moving averages) and a hot/cold meter, RSI (0–100; high=overheated, low=washed-out). When trends are healthy it favors QQQ/tech, energy, and commodities. If trends weaken or overheat, it shifts to T-bills (SHV/SHY), Treasuries (TLT/IEF), or shorts (PSQ/SH). In selloffs it can add volatility hedges (UVXY) or U.S. dollar (UUP). A Sortino-style score tilts weight to sleeves with better downside-adjusted results. Daily rebalance; some ETFs are leveraged.
CheckmarkValue prop
Out-of-sample Sharpe 1.76 vs SPY 1.25; max drawdown 7.2% vs 18.8%; Calmar 2.20. Diversified, rules-based trend strategy that preserves capital during downturns while delivering competitive returns vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.180.210.46
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
539.83%15.17%2.19%5.01%0.92
Symphony Weightings Using Shartino Score
804.86%18.25%2.18%2.78%2.53
Initial Investment
$10,000.00
Final Value
$90,485.69
Regulatory Fees
$266.98
Total Slippage
$1,434.18
Invest in this strategy
OOS Start Date
May 3, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, risk hedging, commodities, bonds, tech exposure, volatility, leveraged/inverse etfs
Tickers in this symphonyThis symphony trades 46 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CPER
United States Copper Index Fund
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
Stocks
FAN
First Trust Global Wind Energy ETF
Stocks
FCG
First Trust Natural Gas 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 toXME, FCG, IEF, DBA, QQQ, SVXY, UUP, DBC, SHY, SPY, ICLN, SHV, XLE, GLD, TLT, TAN, TMV, VIXM, FANandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.22%. 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, crypto, and options.