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Symphonies
V1 BWC: Overbought -> Correction Catcher
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, tactical ‘overbought → hedge’ system. When stocks look overheated, it tries to catch the correction via VIX funds or metals/commodities. Otherwise it parks in T‑Bills and sometimes trends long/short Treasuries, with selective tech exposure.
NutHow it works
Each day it asks: is the U.S. stock market (SPY) running hot? It uses RSI—a 0–100 “heat” gauge where high = overbought. If hot, it prepares for a pullback by buying “fear” funds (VIXY/UVXY) or rotating to gold/silver/commodities (GLD/SLV/PDBC). If not, it mostly sits in T‑Bills (BIL) and runs a small trend trade in long/short Treasuries (TMF/TMV). Tech (QQQ/TQQQ) is used only when conditions look calm.
CheckmarkValue prop
Out-of-sample, this strategy beats SPY on risk-adjusted terms: oos Sharpe 2.29 vs 1.08; max drawdown 1.16% vs 18.76%; smoother, diversified gains via hedges, bonds and gold — about 6.58% vs SPY’s 19.23%.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.27-0.150.01-0.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
287.3%12.69%-5.67%-5.04%0.77
V1 BWC: Overbought -> Correction Catcher
1,157.88%25.02%0.28%0.86%1.03
Initial Investment
$10,000.00
Final Value
$125,788.49
Regulatory Fees
$174.39
Total Slippage
$1,079.95
Invest in this strategy
OOS Start Date
Jul 28, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility hedging, commodities tilt, bond momentum, leveraged etfs, regime switching
Tickers in this symphonyThis symphony trades 15 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SLV
iShares Silver Trust
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 6.32%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 1.16%. 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.