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Symphonies
v1 KLBaller l Ken Liu Best l BrianE Mod l 2011 Mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, daily strategy. In uptrends it buys short‑term laggards among 3x equity/Treasury funds; when overheated it hedges with volatility. In downtrends or risk‑off, it shifts to cash/bonds, the US dollar, or 3x inverse funds. Uses trend and RSI signals.
NutHow it works
Each day it decides risk‑on or risk‑off. It checks the big trend in SPY (long vs longer moving averages). In uptrends it buys two short‑term laggards from: TQQQ (3x Nasdaq‑100), UPRO/SPXL (3x S&P 500), SOXL (3x semis), TMF (3x long Treas.). If things look “too hot” (RSI, a 0–100 heat meter; >~75–80), it briefly flips to UVXY (volatility). If falling or oversold (RSI <~27–30), it buys dips or parks in cash/bonds (BIL/BSV/AGG/IEF/SHY), the dollar (UUP), or inverse funds (SQQQ/SPXS/SOXS). Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~40% annualized return vs SPY’s ~23%, achieved via tactical rotations and a volatility hedge that captures upside in uptrends while easing downside. Note higher volatility and larger drawdowns; fits active traders.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.971.40.150.39
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
620.2%14.76%-0.15%0.4%0.91
v1 KLBaller l Ken Liu Best l BrianE Mod l 2011 Mod
182,950,578.92%173.32%7.52%10.33%1.96
Initial Investment
$10,000.00
Final Value
$18,295,067,892.21
Regulatory Fees
$29,543,619.08
Total Slippage
$212,436,121.62
Invest in this strategy
OOS Start Date
Oct 18, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical rotation, mean reversion, trend filter, rsi, leveraged etfs, volatility hedge, daily rebalance, risk-on/off
Tickers in this symphonyThis symphony trades 20 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
BSV
Vanguard Short-Term Bond ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
Stocks
SPHB
Invesco S&P 500 High Beta 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 toSOXL, TMF, SPXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.89%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 64.58%. 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.