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Symphonies
V 1b | ๐Ÿš‚ Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015
Todayโ€™s Change
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A symphony is an automated trading strategy โ€” Learn more about symphonies here

About

Daily, rules-based, high-octane mix. It rides a rising US dollar or tilts to volatile assets (semis, commodities). Another sleeve flips between bullish/bearish semis or volatility hedges from short-term hot/cold readings; otherwise holds a defensive neutral fund.
NutHow it works
Rebalanced daily. Split 40/40/20. Sleeves 1&3: If the US dollarโ€™s short-term trend is above its long-term trend, own a USD fund (UUP/USDU), preferring the one that looks less hot. Otherwise hold the two most volatile of BIL (T-bills), SOXL (3x semis), DBC (commodities). Sleeve 2: If stocks look very hot, buy VIXY/UVXY (volatility). If not hot, usually hold semis (SOXL/SMH). If very cold, a quick bond check picks SOXL (up) or SOXS (3x short). If nothing stands out, hold BTAL (defensive).
CheckmarkValue prop
Out-of-sample: ~31.34% annual return vs SPY ~22.25%; drawdown ~17.37% vs ~18.76%; Calmar ~1.80; oos Sharpe ~1.04; oos beta ~0.87. Daily regime mix (USD, semis, commodities, volatility hedges) aims for higher upside with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.930.270.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
362.43%13.61%2.19%5.01%0.82
V 1b | ๐Ÿš‚ Gain Train DGAF | Deez | (A: 0.30, B: 0.01, R^2: 0, R: 0.02) BT - 1JAN2015
36,902.32%63.69%-0.47%-0.34%1.73
Initial Investment
$10,000.00
Final Value
$3,700,231.51
Regulatory Fees
$10,666.80
Total Slippage
$61,361.22
Invest in this strategy
OOS Start Date
Nov 8, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, trend/momentum, volatility, leveraged etfs, semiconductors, us dollar, commodities, bonds, market-neutral, daily rebalancing
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
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 doesnโ€™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 toUSDUandBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 31.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 17.37%. 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, crypto, and options.