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Symphonies
V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset Allocation
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Targets near‑zero stock market beta by rotating mainly among short S&P, Treasuries, and the US dollar, plus a small tactical sleeve that trades leveraged ETFs using simple trend/overbought signals. Includes high‑risk leveraged positions.
NutHow it works
Built from 3 sleeves: - 60% safety core: picks the 2 strongest of SH (short S&P 500), IEF (Treasuries), UUP (US dollar) by ~6‑month returns; sizes toward the steadier one. - 20% global: picks the 2 strongest of SPY (stocks), TLT (long Treasuries), DBC (commodities), UUP. - 20% tactical: trades QQQ/UPRO/TQQQ (3x up), SQQQ (3x down), TLT using trend, a 10‑day RSI “too hot/too cold” gauge, and moving‑average checks.
CheckmarkValue prop
Zero-beta, risk-managed strategy using SH/IEF/UUP plus a tactical leveraged sleeve. Out-of-sample, it reduces max drawdown to ~12% (vs ~19% for SPY) and lowers volatility, delivering steadier risk-adjusted returns and downside protection vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.050.010.09
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
742.79%14.45%1.2%6.23%0.87
V1 | Zero-Beta Strategy | GiantSteps | Adaptive Asset Allocation
799.96%14.93%0.67%4.06%1.66
Initial Investment
$10,000.00
Final Value
$89,996.08
Regulatory Fees
$213.70
Total Slippage
$1,031.33
Invest in this strategy
OOS Start Date
Nov 8, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Zero beta, adaptive asset allocation, momentum, trend, inverse-vol weighting, defensive rotation, leveraged etfs, multi-asset, market neutral
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 toIEF, QQQ, UUP, DBCandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 6.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.03%. 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.