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Symphonies
TQQQ FTLT | SPY FTLT | Hedged (Public)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, risk-on/risk-off portfolio that rides equity uptrends (often with tech and some leverage), then hedges or moves to bonds/cash when markets get hot or break trend. Adds selective oil, commodities and dollar exposure only when their trends are favorable.
NutHow it works
It watches two simple gauges: trend lines (moving averages) and speed/heat (RSI = how fast price has risen or fallen). When the S&P 500 is trending up, it owns stock funds (esp. tech) and sometimes their 3x versions. If prices get too hot, it hedges with volatility funds or moves to cash-like T‑bills. If trends weaken, it shifts to bonds or inverse funds. Small sleeves trade oil, gas and broad commodities only in uptrends.
CheckmarkValue prop
Out-of-sample, this strategy aims for upside with far lower risk than the S&P 500: smaller drawdowns (14.8% vs 18.8%), lower beta, and a superior Calmar ratio, thanks to trend hedges and selective leverage.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.460.190.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
558.7%15.12%6.16%5.09%0.92
TQQQ FTLT | SPY FTLT | Hedged (Public)
34,411.76%54.74%7.75%9.82%2.52
Initial Investment
$10,000.00
Final Value
$3,451,175.93
Regulatory Fees
$9,054.82
Total Slippage
$57,305.14
Invest in this strategy
OOS Start Date
Aug 15, 2024
Trading Setting
Threshold 1%
Type
Stocks
Category
Trend-following, tactical allocation, leveraged/inverse etfs, volatility hedging, commodities momentum, bond momentum, multi-asset, tech tilt
Tickers in this symphonyThis symphony trades 48 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
BSV
Vanguard Short-Term Bond ETF
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

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.

"TQQQ FTLT | SPY FTLT | Hedged (Public)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"TQQQ FTLT | SPY FTLT | Hedged (Public)" is currently allocated toXME, FCG, KOLD, XOP, DBA, UUP, DBC, SHY, DBO, ICLN, SHV, XLE, VIXY, UVXY, TAN, TMV, FANandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "TQQQ FTLT | SPY FTLT | Hedged (Public)" has returned 21.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "TQQQ FTLT | SPY FTLT | Hedged (Public)" is 14.75%. 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 "TQQQ FTLT | SPY FTLT | Hedged (Public)", 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.