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Symphonies
V 1.4.5A 'The Cheetah' | Proteus Slime + Dividends l 100-0 | CONS 1.0.0Q update
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, all‑in daily switch between leveraged stocks (SSO) and leveraged Treasuries (UST), with a crash‑defense that can move to SARK or USDU. Uses short‑term momentum and a trend filter. High risk and quick‑moving.
NutHow it works
Each day it picks either SSO (2× S&P 500 stocks) or UST (2× U.S. Treasuries) by which looks stronger over the last week (5‑day RSI). In big sell‑offs, it switches to a hedge, choosing SARK (short ARKK) or USDU (long U.S. dollar) using a 7‑day check, with a trend filter so it doesn’t stay short if ARKK is rising. All‑in/100‑0. Note: this saved copy is retired and parks in MNST.
CheckmarkValue prop
Dynamic all-in momentum: 100% in leveraged stocks vs Treasuries with a crash-defense hedge. Out-of-sample: ~16.4% annual return, Sharpe 0.78, beta 0.38, Calmar 0.63, max drawdown ~26%. Lower beta offers diversification and downside protection vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.680.050.22
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
2,524.4%10.72%1.75%5.97%0.63
V 1.4.5A 'The Cheetah' | Proteus Slime + Dividends l 100-0 | CONS 1.0.0Q update
298,788.78%28.32%2.81%15.98%0.72
Initial Investment
$10,000.00
Final Value
$29,888,877.62
Regulatory Fees
$0.00
Total Slippage
$1.00
Invest in this strategy
OOS Start Date
Feb 13, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum/rsi, trend filter, risk-on/risk-off, hedging
Tickers in this symphonyThis symphony trades 1 assets in total
Ticker
Type
MNST
Monster Beverage Corporation
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 toMNST. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.09%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.04%. 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.