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Symphonies
V1 Barry Bonds | DereckN | Beta: 0.16 | Sharpe: 2.06 | Calmar: 2.65
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Shifts between cash‑like T‑Bills, Nasdaq, Treasuries, or hedges using a bond‑vs‑“short Nasdaq” strength signal, market trend, and overbought/oversold checks. Aims to stay calm in storms but join rebounds, with an occasional tech‑bounce try.
NutHow it works
It’s a traffic-light system. It uses RSI—a quick “heat” score from recent price moves (high=hot, low=beaten‑down)—and the S&P 500’s 200‑day trend. If tech/Nasdaq is very oversold, it splits between tech (ROM) and T‑Bills (SHV). In downtrends it holds T‑Bills plus either Nasdaq (QQQ) or hedges (SQQQ/BTAL) based on whether Treasuries (TLT) look stronger than “short Nasdaq” (PSQ). In uptrends it keeps ~50% T‑Bills and uses the rest for Nasdaq, long Treasuries (TMF), low‑vol stocks (SPLV), or volatility (VIXY) when markets look overheated.
CheckmarkValue prop
Lower out-of-sample drawdown (12.6% vs SPY's 18.8%), stronger risk control (Calmar ~1.22), and resilient upside in volatile markets—delivering steadier, risk-managed gains versus the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.280.230.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.4%14.6%-4.19%-3.74%0.89
V1 Barry Bonds | DereckN | Beta: 0.16 | Sharpe: 2.06 | Calmar: 2.65
7,665.41%34.94%4.37%8.08%1.84
Initial Investment
$10,000.00
Final Value
$776,541.14
Regulatory Fees
$2,091.25
Total Slippage
$13,722.15
Invest in this strategy
OOS Start Date
Sep 22, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical allocation, trend-following, risk-on/risk-off, bonds vs tech, volatility hedge, leveraged etfs, defensive
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPLV
Invesco S&P 500 Low Volatility ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toBTAL, SHVandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.61%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.62%. 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.