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Symphonies
V 1.0.0 | 🦠 Dividend Slime | 🧪 Proteus 🧬 | Daily | BT March 30 2022 | 2934% AR, 9.7% MD, 48.5 std. dev, 7.36 Sharpe (Dec13-2022)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based barbell: a small, permanent core (SCHD + managed-futures DBMF/KMLM) plus an aggressive engine that rides 3× tech when trends are strong and swiftly shifts to hedges (volatility, inverse, cash, bonds, USD, commodities) when risk rises.
NutHow it works
Think of two parts: 1) A small ‘always-on’ core: SCHD (dividends) + DBMF/KMLM (managed‑futures trend funds) for steady, low‑correlated ballast. 2) A daily engine: if trends are up, it rides 3× tech (TQQQ, SOXL, UPRO). If overheated or falling, it flips to hedges (UVXY/UVIX), inverse funds (SQQQ/TECS/SOXS), cash/T‑Bills, bonds (TMF), USD (UUP) or commodities (DBC). Signals: trend lines (moving averages) and a ‘speedometer’ of recent moves (RSI).
CheckmarkValue prop
Out-of-sample, this strategy shows higher risk-adjusted growth vs the S&P 500: ~64% annualized return vs ~21%; Sharpe ~1.35; Calmar ~1.78; plus adaptive hedging and a diversified core for stronger, steadier gains and risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.971.110.180.43
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
57.41%12.31%-0.15%0.4%0.75
V 1.0.0 | 🦠 Dividend Slime | 🧪 Proteus 🧬 | Daily | BT March 30 2022 | 2934% AR, 9.7% MD, 48.5 std. dev, 7.36 Sharpe (Dec13-2022)
5,175.86%175.82%3.27%-3.96%2.47
Initial Investment
$10,000.00
Final Value
$527,586.37
Regulatory Fees
$1,793.84
Total Slippage
$11,112.30
Invest in this strategy
OOS Start Date
Dec 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs,trend following,volatility hedging,managed futures,dividend core,tactical asset allocation,risk-managed growth
Tickers in this symphonyThis symphony trades 60 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
COST
Costco Wholesale Corp
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE 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 toUSDU, TMF, QQQ, CURE, UUP, DBMF, DBC, UGL, TQQQ, SH, UNH, PDBC, TMV, SCHD, SCHG, COST, KMLMandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 59.11%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.27%. 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.