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Symphonies
The Monster
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, all‑weather portfolio that flips between aggressive stock exposure and safety assets using a fear gauge (VIX), interest‑rate trends, volatility regimes, and simple “heat” signals (RSI). It uses leveraged ETFs and volatility hedges, so risk is high.
NutHow it works
First checks for panic using a fear gauge (VIXM). If panic: mostly short‑term Treasuries (SHY) plus a small shock absorber (UVXY). If not, it picks a regime (volatility high/low and rates rising/falling). Risk‑on: owns 3x stock funds (TQQQ/UPRO/SOXL). Risk‑off: shifts to bonds (TMF/TMV), USD (UUP), gold (GLD), defensives (XLP), or hedges (SVXY/BTAL). Uses trends and RSI (0–100 heat score).
CheckmarkValue prop
Out-of-sample return ~22.7% vs S&P 20.8%, lower max drawdown (16.8% vs 18.8%), and Calmar ~1.35. Trend, volatility hedges, and risk-on/off dynamics seek higher growth with better downside control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.780.350.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
312.98%13.51%-0.15%0.4%0.8
The Monster
732,289.07%121.43%1.34%1.07%3.06
Initial Investment
$10,000.00
Final Value
$73,238,906.66
Regulatory Fees
$280,075.27
Total Slippage
$1,963,817.92
Invest in this strategy
OOS Start Date
Aug 5, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-strategy, risk-on/risk-off, volatility, trend-following, mean-reversion, leveraged etfs, macro, tail-risk hedging
Tickers in this symphonyThis symphony trades 88 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ANGL
VanEck Fallen Angel High Yield Bond ETF
Stocks
AOK
iShares Core 30/70 Conservative Allocation ETF
Stocks
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
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
Stocks
CWB
State Street SPDR Bloomberg Convertible Securities ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EDV
Vanguard World Funds Extended Duration 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 Monster" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"The Monster" is currently allocated toUPRO, VGLT, TMF, YYY, QUAL, BTAL, TQQQ, ANGL, SPTL, VWO, SOXS, GLD, TLT, VGIT, VRP, VUG, MTUM, XLP, SPLVandAOK. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "The Monster" has returned 23.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "The Monster" is 18.53%. 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 Monster", 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.