Skip to Content
Symphonies
v 0.0.2 | 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, risk‑first sector rotator: hedge with VXX when the Nasdaq looks overheated; otherwise own the first sector ETF with a small recent drawdown; if none qualify, hold short‑term Treasuries. Plus a 10% Bitcoin sleeve only when trending up.
NutHow it works
Daily check: 1) Heat test: If a short‑term “hot/cold” gauge on TQQQ is very hot (>79), move into VXX (a volatility hedge). 2) Else pick the first calm area: QQQ or a sector fund—Consumer Discretionary (XLY), Communications (XLC/IXP), Industrials (XLI), Materials (XLB), Energy (XLE), Staples (XLP), Health Care (XLV), Utilities (XLU), Financials (XLF), Real Estate (XLRE)—whose past‑month drop from a peak is under 5%. If none, use SHY. 3) 10%: Hold Bitcoin (GBTC) only when price > its 50‑day average; else follow step 2.
CheckmarkValue prop
Risk-first sector rotation with hedges and a Bitcoin sleeve. OOS: 11.3% annualized return, Sharpe 0.70, beta 0.68, max drawdown 21%. Lower market beta and hedges offer steadier participation vs. the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.460.160.4
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
172.93%14.09%0.54%-0.34%0.77
v 0.0.2 | If/Else into Every Sector (No Leverage) | Taco
1,530.72%44.28%-0.03%-6.38%1.74
Initial Investment
$10,000.00
Final Value
$163,071.58
Regulatory Fees
$455.42
Total Slippage
$2,950.36
Invest in this strategy
OOS Start Date
Jun 12, 2024
Trading Setting
Daily
Type
Stocks
Category
Sector rotation,risk management,volatility hedge,trend following,crypto sleeve,daily rebalancing,etf strategy
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
GBTC
Grayscale Bitcoin Trust ETF
Stocks
IXP
iShares Global Comm Services ETF
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
XLB
State Street Materials Select Sector SPDR ETF
Stocks
XLC
State Street Communication Services Select Sector SPDR ETF
Stocks
XLE
State Street Energy Select Sector SPDR ETF
Stocks
XLF
State Street Financial Select Sector SPDR 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 7.06%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 21.10%. 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.