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Symphonies
v1.0 TQQQ/QQQ or Safety Town All Shared Versions | BlackSwan MeanRev BondSignal - Replace 1st VIXY w/ UVXY
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based switch: QQQ/TQQQ in normal or oversold markets, and a defensive “Safety Town” mix (volatility trades, gold, staples, USD, short Treasuries) when signals flag danger—using RSI, a 25‑day average, crash tripwires, and bond warnings.
NutHow it works
It flips between growth and safety. Growth: holds QQQ (Nasdaq‑100) or its 3× version TQQQ when price momentum is up (above 25‑day avg) or when it’s washed‑out (RSI—a 0–100 “heat meter”—low). Safety: if markets look overheated or crashy (RSI high, sharp drops, bond warnings incl. an inverted yield curve), it moves to “Safety Town”: SVXY/VIXM/UVXY (VIX=fear), plus GLD (gold), XLP (staples), UUP (USD), SHY/SHV (short Treasuries), DBMF (managed futures).
CheckmarkValue prop
Dynamic growth-and-safety strategy: momentum-driven QQQ/TQQQ with volatility hedges (SVXY/VIXM), gold, USD, and short Treasuries. Out-of-sample Sharpe ~0.94 and Calmar ~0.56 signal solid risk-adjusted diversification vs SPY in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.680.150.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
158.89%14.98%-2.64%-1.35%0.8
v1.0 TQQQ/QQQ or Safety Town All Shared Versions | BlackSwan MeanRev BondSignal - Replace 1st VIXY w/ UVXY
8,192.24%91.25%-3.3%2.11%1.96
Initial Investment
$10,000.00
Final Value
$829,223.56
Regulatory Fees
$4,596.22
Total Slippage
$29,140.97
Invest in this strategy
OOS Start Date
May 4, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical etf rotation, risk-on/risk-off, volatility hedging, momentum & mean reversion, defensive allocation
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBMF
iMGP DBi Managed Futures Strategy ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures 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 toUPRO, SVXY, UUP, DBMF, SHY, VXZ, BTAL, SHV, GLD, VIXMandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.40%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.03%. 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, and options.