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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, dollar‑driven play with crash brakes. When fear spikes, it hides in short‑term Treasuries. If calm, weak dollar → select international/gold; strong dollar → S&P 500 (if bonds rally) or a commodities/energy/short‑Treasuries basket.
NutHow it works
Daily checks: if fear (VIX ETFs) is overheated, park in SHY (short‑term Treasuries). If calm, look at the U.S. dollar (UUP). Weak dollar + calm global stocks → buy a handful of international/gold picks using a mix of “sold off but still trending up” signals. If the dollar isn’t weak: if long bonds are rising, buy levered S&P 500; otherwise hold a strong‑dollar/rising‑rates mix (commodities, energy, short Treasuries, market‑neutral).
CheckmarkValue prop
Dynamic risk-managed strategy shifting between Treasuries, international stocks/gold, and hedges as the dollar/rates move. Out-of-sample: 19.24% annualized, Sharpe 0.74, Calmar 0.52 — diversification beyond the S&P 500 with built-in risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.271.010.320.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
197.09%13.93%-1.77%0.2%0.78
UUP Is Down, Pack Your Bags | BT 10/31/17 | 54/1.41/33.9
1,985.12%43.88%-8.93%-7.75%1.24
Initial Investment
$10,000.00
Final Value
$208,511.90
Regulatory Fees
$583.05
Total Slippage
$3,548.66
Invest in this strategy
OOS Start Date
Jan 26, 2024
Trading Setting
Daily
Type
Stocks
Category
Macro regime, trend-following, volatility filter, dollar-driven, tactical asset allocation, leveraged etfs, global equities, commodities, treasuries, risk-off switch
Tickers in this symphonyThis symphony trades 23 assets in total
Ticker
Type
BNDX
Vanguard Total International Bond ETF
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EURL
Direxion Daily FTSE Europe Bull 3x ETF
Stocks
EZJ
ProShares Ultra MSCI Japan
Stocks
FMF
First Trust Managed Futures Strategy Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
INDL
Direxion Daily MSCI India Bull 2X ETF
Stocks
KORU
Direxion Daily MSCI South Korea Bull 3X 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 toBTAL, FMF, XLE, PDBCandTMV. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 10.98%. 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, and options.