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Symphonies
V 1.1.0| 🦠 Dividend Slime -- high AR mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 1829.9% AR, 3% MD, 34.0% std. dev, 9.01 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, risk-on/risk-off system: ride fast tech rallies, hedge or short in slumps, and keep a steady core in SCHD plus managed‑futures (DBMF, KMLM). Uses simple hot/cold readings and trendlines to cut big drawdowns and grow the core.
NutHow it works
Daily, it asks: is the market hot or cold? It uses simple “heat” gauges (RSI = a hot/cold meter from 0–100) and trendlines (20/200‑day moving averages). - Hot/uptrend: ride strong tech/semis (e.g., TQQQ, SOXL, TECL). - Cold/downtrend: cut risk or hedge (PSQ/SQQQ), add Treasuries (TMF/TMV) or cash/T‑bills; if fear spikes (VIX via UVXY), buy an “airbag.” - A small, always-on core holds SCHD (dividends) and managed‑futures funds DBMF and KMLM that can zig when stocks zag. Small side pods may trade Bitcoin (BITO/BITI) and ARK (TARK/SARK) when momentum is extreme.
CheckmarkValue prop
Out-of-sample, this strategy targets ~40% annualized returns vs ~21% for the S&P, with Sharpe ~1.30 and Calmar ~1.51. A diversified SCHD + managed-futures core with daily risk controls seeks stronger, risk-adjusted gains across cycles, despite ~27% drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.491.010.30.54
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
80.46%17.25%-1.77%0.2%1.05
V 1.1.0| 🦠 Dividend Slime -- high AR mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 1829.9% AR, 3% MD, 34.0% std. dev, 9.01 Sharpe (Dec13-2022)
882.52%85.12%-10.35%-3.91%2.16
Initial Investment
$10,000.00
Final Value
$98,251.63
Regulatory Fees
$523.09
Total Slippage
$3,220.23
Invest in this strategy
OOS Start Date
Dec 14, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical multi-asset, leveraged etfs, momentum/trend, volatility hedge, managed futures, daily rebalanced
Tickers in this symphonyThis symphony trades 78 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ARKF
ARK Blockchain & Fintech Innovation ETF
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin 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 toUPRO, USDU, TMF, UUP, DBMF, DBC, UGL, TQQQ, SH, UNH, MSTR, PDBC, ARKF, 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 30.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.78%. 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.