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Symphonies
The Enigma of the Financial Universe 3.3 (K-1 free)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven strategy that chases strong tech/semiconductor trends with leveraged ETFs, but pivots to cash-like T‑bills and hedges—or even inverse funds—when markets look overheated, falling, or volatile. Uses RSI, trend, drawdown, and volatility signals.
NutHow it works
Rules-based, risk-on/risk-off. It rides tech/semiconductor uptrends (2x–3x funds) and quickly hides or shorts when shaky. Signals used: RSI (0–100 “heat” of recent moves), price vs moving average (trend), drawdown (drop from peak), and volatility. When stress rises it shifts to T‑bills and hedges (dollar, gold, commodities, market‑neutral/short). When trends are healthy it owns Nasdaq/semis; if overheated or plunging it uses inverse 3x funds. Core tickers: TQQQ/SOXL (long), SQQQ/SOXS (inverse), BIL/SHY (cash), BTAL/HDGE (hedges), GLD, USDU, PDBC.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~27.4% annual return with ~11.5% max drawdown and a Sharpe of ~1.44 vs SPY’s ~1.27, plus a Calmar ~2.38—meaning higher upside with notably better downside protection than the S&P 500.
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
297.68%13.15%-0.15%0.4%0.79
The Enigma of the Financial Universe 3.3 (K-1 free)
47,456.86%73.65%-0.77%0.48%2.79
Initial Investment
$10,000.00
Final Value
$4,755,685.60
Regulatory Fees
$26,249.11
Total Slippage
$168,556.52
Invest in this strategy
OOS Start Date
Jul 15, 2023
Trading Setting
Threshold 7%
Type
Stocks
Category
Systematic tactical allocation, leveraged etfs, trend & mean-reversion, risk-on/risk-off, hedged multi-asset
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 Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
ERY
Direxion Daily Energy Bear 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
FAZ
Direxion Daily Financial Bear 3x Shares
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 toXLV, SOXL, PPLT, SH, UNH, HEFA, GLD, XLY, BIL, COSTandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.00%. 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.