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Symphonies
US Dollar 🇺🇸 vs. Chinese Market 🇨🇳🇨🇳 -Moses
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based macro strategy. If the US dollar weakens, it leans into China and commodities; if it strengthens, it shifts to Treasuries, shorts, or cash. It uses trend filters, dip-buys, and volatility “airbags” to manage risk in real time.
NutHow it works
1) Reads the US dollar trend (UUP). If the dollar is falling, it prefers China (FXI) and commodity/energy uptrends; if rising, it plays defense (Treasuries, shorts, cash). 2) Uses trend filters (price vs moving averages) to only own assets in uptrends. 3) Buys dips in tech/energy when they look washed out; trims or hedges when they look overheated. 4) Adds “airbags” (VIX funds) when the market looks stretched to help cushion pullbacks. 5) Sizes positions by their steadiness (more to calmer pieces).
CheckmarkValue prop
Dollar-regime macro strategy with low beta (~0.65) and a strong out-of-sample Calmar (~3.19). It uses volatility hedges and regime switches to diversify SPY, cushion drawdowns, and pursue steadier, risk-adjusted gains.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.510.280.080.28
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
448.3%13.93%-1.77%0.2%0.86
US Dollar 🇺🇸 vs. Chinese Market 🇨🇳🇨🇳 -Moses
111,055.86%71.15%-1.83%3.07%3.26
Initial Investment
$10,000.00
Final Value
$11,115,586.21
Regulatory Fees
$30,918.51
Total Slippage
$205,051.40
Invest in this strategy
OOS Start Date
May 7, 2025
Trading Setting
Daily
Type
Stocks
Category
Macro trend-following, tactical multi-asset, volatility hedging, momentum and mean-reversion
Tickers in this symphonyThis symphony trades 96 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
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
COKE
Coca-Cola Consolidated, Inc. Common Stock
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
COST
Costco Wholesale Corp
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 toXME, PGR, EEM, TMF, QQQ, COKE, NVO, DBC, GE, DBO, SPXU, LLY, SH, GLD, TLT, BIL, COST, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 15.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 5.89%. 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.