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Symphonies
V10.5 BWC: Income and Opportunity (2024 Edition)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based portfolio that flips between bullish or bearish Treasuries, rotates through safe assets (T‑Bills, bonds, gold, BTAL), and opportunistic QQQ/volatility hedges. Simple signals (trend, ‘hot/cold’ RSI, drawdowns) with cash as a fallback.
NutHow it works
Daily, it reads a few gauges and shifts between three roles. 1) Bonds: If Treasuries trend up (simple trend/RSI ‘hot/cold’), it owns long‑Treasury ETFs (TMF/TYD). If they slump or show stress, it scales into Treasury shorts (TMV/TYO) or holds T‑Bills (BIL/SHV). 2) Safety: Rotates T‑Bills, broad bonds (AGG/BND), gold (GLD) and BTAL. 3) Opportunity: Buys QQQ/TQQQ when trends look strong; otherwise uses hedges/volatility (PSQ/SQQQ/SPXU/UVXY/SVIX). Built‑in drawdown checks cut risk.
CheckmarkValue prop
Out-of-sample edge: daily, rule-based strategy delivering ~60% annualized return vs SPY ~23%, Sharpe ~1.39, Calmar ~1.88. Rotates Treasuries, safety assets, and QQQ/vol hedges with built-in risk controls.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.890.640.090.3
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
61.38%13.11%-1.77%0.2%0.79
V10.5 BWC: Income and Opportunity (2024 Edition)
3,284.33%147.57%-2.54%6.05%2.6
Initial Investment
$10,000.00
Final Value
$338,432.81
Regulatory Fees
$1,330.27
Total Slippage
$8,146.62
Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,multi-asset,bond rotation,trend following,mean reversion,volatility hedging,leveraged etfs,risk management,daily rebalance
Tickers in this symphonyThis symphony trades 40 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
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
FAZ
Direxion Daily Financial Bear 3x ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
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 toSPXU, TMVandTYO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 57.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 31.50%. 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.