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Symphonies
UUP Is Down, Pack Your Bags | BT 10/31/17 | 54/1.41/33.9
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based, go‑with‑the‑wind plan: hide in Treasuries when volatility spikes. If the dollar weakens and markets are calm, rotate into foreign markets (plus gold). Otherwise own S&P 500 if bonds rise; if not, use a strong‑dollar/rising‑rates basket.
NutHow it works
Daily it checks for market stress. If stress is high, it parks in short‑term Treasuries (SHY). If calm and the U.S. dollar is weakening (below its long‑term average) and foreign stocks are steady, it buys foreign stock funds (Brazil, China, India, Europe, Japan) plus gold/bonds—mixing recently beaten‑down names and 6‑month winners. If the dollar isn’t weak: if long‑term Treasuries are rising, buy S&P 500 (SPXL); else use a strong‑dollar/rising‑rates mix (BTAL, PDBC, XLE, TMV, FMF). Uses some 2–3x funds; can be volatile.
CheckmarkValue prop
Out-of-sample: ~18.8% annualized return, 0.71 Sharpe, and diversified exposure (international equities, gold, Treasuries in stress). A regime-aware sleeve that complements SPY, potentially reducing correlation and navigating volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.291.010.320.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
202.21%14.68%1.36%5.73%0.81
UUP Is Down, Pack Your Bags | BT 10/31/17 | 54/1.41/33.9
2,190.47%47.37%2.75%19.11%1.3
Initial Investment
$10,000.00
Final Value
$229,046.87
Regulatory Fees
$520.49
Total Slippage
$3,168.46
Invest in this strategy
OOS Start Date
Jan 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Regime-switching, dollar-trend, volatility filter, international rotation, leveraged etfs, risk-off treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toSPXL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.96%. 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.