Skip to Content
Symphonies
The Enigma of the Financial Universe 3.3 (K-1 free)
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule‑driven switchboard: chase tech/semis with 2–3x funds when trends are favorable; hide in T‑Bills, dollar, gold, and hedges when not. Uses simple hot/cold price gauges to buy pullbacks, fade extremes, and add crash protection. High risk.
NutHow it works
RSI = a 0–100 speedometer of recent price moves (high=hot, low=cold). Moving averages = trend lines. 1) If chip stocks (SOXX) look weak, shift to defense: T‑Bills, dollar, gold, and inverse/defensive funds; special “crash” rules on vol spikes. 2) If chips are strong, ride tech with 2–3x Nasdaq/semis (TQQQ, SOXL), but cut or flip short (SQQQ, SOXS) when readings get too hot/cold. ~10% stays in T‑Bills; extra hedges are layered.
CheckmarkValue prop
Out-of-sample edge: 27.40% annualized return vs 20.26% (S&P); Sharpe 1.44 vs 1.27; max drawdown 11.50% vs 18.76%; Calmar 2.38; and a small negative beta (-0.17). Tech upside with hedges for steadier, higher risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.57-0.010-0.01
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
289.36%12.9%-1.77%0.2%0.77
The Enigma of the Financial Universe 3.3 (K-1 free)
45,890.26%72.82%-6.94%1.97%2.76
Initial Investment
$10,000.00
Final Value
$4,599,026.37
Regulatory Fees
$26,758.12
Total Slippage
$172,002.47
Invest in this strategy
OOS Start Date
Jul 15, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, momentum & mean reversion, volatility/regime switching, hedged, crash protection
Tickers in this symphonyThis symphony trades 77 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
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
ERY
Direxion Daily Energy Bear 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
FEMB
First Trust Emerging Markets Local Currency Bond 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 toSJB, BTAL, SHV, PDBC, SQQQ, TZAandSDY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 23.35%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.50%. 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.