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Symphonies
The Golden Ratio Front Runnered
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily tactical strategy: fade overheated markets with VIX‑linked ETFs, ride tech uptrends with leveraged funds when calm, and use bonds, gold, and managed‑futures (KMLM) as shock absorbers.
NutHow it works
Daily, it asks: 1) Are stocks “too hot” by a speedometer (RSI = how fast price just ran)? If yes, buy “fear” funds (UVXY/VIXY/VXX) that rise when volatility spikes. 2) If fear is already jumping, mix those with defensive funds. 3) Otherwise ride tech/semis via 3x funds (TQQQ/TECL/SOXL/SPXL); if trend flips, switch to inverse (PSQ/SQQQ) or to KMLM, a managed‑futures trend fund. Small sleeves time Treasuries and 2x gold.
CheckmarkValue prop
Out-of-sample, this strategy posts ~55.6% annualized return vs SPY’s ~26.8%, Calmar 2.73, Sharpe ~1.26—leveraging volatility hedges and trend-following for strong upside with disciplined risk; drawdowns may be larger in choppy markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.380.290.020.15
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
57.41%12.31%-0.15%0.4%0.75
The Golden Ratio Front Runnered
20,378.69%290.23%-1.16%5.3%4.22
Initial Investment
$10,000.00
Final Value
$2,047,868.87
Regulatory Fees
$5,670.27
Total Slippage
$35,745.16
Invest in this strategy
OOS Start Date
Mar 22, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-on/risk-off, volatility hedging, leveraged etfs, trend following, momentum/mean-reversion, managed futures, gold and treasuries
Tickers in this symphonyThis symphony trades 68 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EDZ
Direxion Daily Emerging Markets Bear 3x Shares
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 Golden Ratio Front Runnered" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Golden Ratio Front Runnered" is currently allocated toQQQ, UGL, EDC, TLT, IVVandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Golden Ratio Front Runnered" has returned 57.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Golden Ratio Front Runnered" is 20.33%. 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 Golden Ratio Front Runnered", 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.