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Symphonies
V 1.1.1c | 🦠 Dividend Slime -- high AR mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 4244.0% AR, 2.6% MD, 41.1% std. dev, 9.52 Sharpe (Dec14-2022)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, daily rotation that chases short bursts in 3x tech/semis when conditions are right, hedges with volatility or shorts when they’re not, and keeps a small permanent core in dividend ETFs (SCHD/JEPI/JEPQ/DGRO) and managed futures (DBMF/KMLM).
NutHow it works
Daily it reads a few “thermometers”: stocks hot/cold (RSI = short‑term heat gauge), bond trends (TLT), and stocks vs commodities. If too hot, it hedges with volatility (UVXY). If washed out and bonds support, it buys a single fast 3x tech/semis fund. In downtrends/rising rates it flips to inverse, USD, oil, or bonds (TMF/TMV). A ~10% core always holds SCHD and managed‑futures diversifiers (DBMF/KMLM).
CheckmarkValue prop
OOS returns ~26% vs S&P ~22%, with lower market beta (~0.77) and positive alpha, plus diversified hedges across assets. Higher upside and portfolio diversification, but expect larger drawdowns (~35% vs ~19%) in crises.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.590.740.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
84.31%18.1%-0.15%0.4%1.09
V 1.1.1c | 🦠 Dividend Slime -- high AR mutant | 🧪 Proteus 🧬 | Daily | BT June 27 2022 | 4244.0% AR, 2.6% MD, 41.1% std. dev, 9.52 Sharpe (Dec14-2022)
1,029.69%93.44%-6.13%-3.36%2.06
Initial Investment
$10,000.00
Final Value
$112,968.91
Regulatory Fees
$857.19
Total Slippage
$5,302.21
Invest in this strategy
OOS Start Date
Dec 15, 2022
Trading Setting
Daily
Type
Stocks
Category
Multi-asset rotation, leveraged etfs, hedged, trend-following, mean-reversion, managed futures, dividends, crypto/ark sleeve
Tickers in this symphonyThis symphony trades 63 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 toDGRO, UUP, DBMF, JEPI, MSTR, SCHD, BIL, JEPQandKMLM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.08%. 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.