Skip to Content
Symphonies
v 0.0.1 | If/Else into Every Sector (No Leverage) | Taco
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rules-based switch: 90% goes to the calmest of tech, energy, mining, or gold (else Treasuries). If tech looks overheated, it hedges with VXX. Plus 10% in Bitcoin (GBTC) only when it’s trending up.
NutHow it works
Daily: If TQQQ’s 10-day RSI is >79 (very hot), hold VXX (volatility hedge). Otherwise pick the first with a calm trend (20‑day max drawdown <5%): QQQ (big tech) → XLE (energy) → XME (metals/mining) → GLD (gold); if none, use SHY (short‑term Treasuries). Plus 10%: hold GBTC (Bitcoin ETF) when price > 50‑day EMA; else use the same sector rule. RSI=0–100 heat meter; max drawdown=worst drop from a recent high; EMA=smoothed average.
CheckmarkValue prop
Out-of-sample edge: 21.43% annual return with 11.84% max drawdown vs S&P 18.33% return and 18.76% drawdown, higher Sharpe (~1.23) and Calmar (~1.81). Lower beta means steadier participation and stronger downside protection.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.330.080.29
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
178.11%13.45%-0.15%0.4%0.75
v 0.0.1 | If/Else into Every Sector (No Leverage) | Taco
1,741.87%43.27%6.12%2.29%1.72
Initial Investment
$10,000.00
Final Value
$184,187.16
Regulatory Fees
$384.05
Total Slippage
$2,468.46
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, sector rotation, trend following, risk management, volatility hedge, crypto tilt, daily rebalance
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
GBTC
Grayscale Bitcoin Trust ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
VXX
iPath Series B S&P 500 VIX Short-Term Futures ETN
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XME
State Street SPDR S&P Metals & Mining 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 toQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.36%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.84%. 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.