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Symphonies
TUSI Custom/(TMF/TMV/Gold Momentum) Hedged with Cautious Fund Surfing/Energy Momentum
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio that rotates between offense (3x S&P/Nasdaq and energy) and defense (gold, dollar, staples, Treasuries). It uses simple trend and risk gauges to add risk in calm uptrends and hedge or step aside when stress rises.
NutHow it works
Each day it checks: market calm vs shaky (choppiness, recent slumps), trends in long‑term Treasuries and gold (moving averages), and which growth sleeve (tech/energy) is winning. It adds 3x S&P/Nasdaq and energy when trends are healthy; otherwise it shifts to defenses: gold (GLD), US dollar (UUP), staples (XLP), or Treasuries (SHV/SHY/IEF/TMF), and can add hedges (UVXY, BTAL). RSI≈recent up vs down days; drawdown≈drop from a peak.
CheckmarkValue prop
Out-of-sample, this strategy offers strong risk-adjusted performance (Sharpe ~2.87, Calmar ~6.25, alpha ~0.17) with hedges and rotation, aiming for resilience and steady upside versus SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.170.350.170.42
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
30.67%41.8%2.19%5.01%2.89
TUSI Custom/(TMF/TMV/Gold Momentum) Hedged with Cautious Fund Surfing/Energy Momentum
25.12%33.99%1.35%4.84%2.88
Initial Investment
$10,000.00
Final Value
$12,511.84
Regulatory Fees
$11.99
Total Slippage
$64.09
Invest in this strategy
OOS Start Date
May 17, 2024
Trading Setting
Daily
Type
Stocks
Category
Multi-asset rotation, tactical, momentum, trend-following, risk-managed, volatility-hedged, leveraged etfs, bonds & gold, energy tilt
Tickers in this symphonyThis symphony trades 38 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COP
ConocoPhillips
Stocks
CVE
Cenovus Energy Inc.
Stocks
CVX
Chevron Corporation
Stocks
DBO
Invesco DB Oil Fund
Stocks
DINO
HF Sinclair Corporation
Stocks
ENPH
Enphase Energy, Inc.
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, KOLD, XOM, UUP, SHY, OILK, VLO, TQQQ, ICLN, SHV, XLE, GLD, TAN, TMV, FANandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 5.44%. 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, crypto, and options.