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Symphonies
V? | Investment Portfolio 9/14/22 | Michael B
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, rules‑based, daily‑rebalanced mix that rides tech‑heavy stock uptrends with 3x funds, buys big dips, and flips to volatility hedges, Treasuries, dollars, or commodities when risk spikes. Expect very large swings.
NutHow it works
Daily, it blends many rules. It uses a “hot/cold” meter (RSI, 0–100) on SPY/QQQ: if too hot, it hedges (UVXY/VIXY); if washed‑out, it buys 3x stock funds (TQQQ/UPRO). It checks long‑term trends and whether stocks beat commodities (DBC/DBA) and rotates. Bond/credit health (BND vs BIL, HYG) flips risk on/off. In panics it parks in Treasuries/cash; in commodity booms it holds oil/gas or gold.
CheckmarkValue prop
Dynamic, rules-based allocation delivers ~38% annualized out-of-sample return vs SPY ~22%, with a solid risk-adjusted edge (Calmar ~1.12) and positive alpha, thanks to regime hedges that seek protection during volatility spikes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.431.10.420.65
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
528.34%14.76%1.36%5.73%0.9
V? | Investment Portfolio 9/14/22 | Michael B
159,266.96%73.71%-0.2%13.81%2.07
Initial Investment
$10,000.00
Final Value
$15,936,695.98
Regulatory Fees
$29,118.55
Total Slippage
$187,443.86
Invest in this strategy
OOS Start Date
Nov 2, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility hedge, trend-following, mean reversion, buy-the-dip
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, IEO, EEM, TMF, QQQ, DBC, SHY, SPY, UGL, TQQQ, SHandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.13%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.01%. 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.