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Symphonies
V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches playbooks by market stress: in bears, buy 5‑day air‑pocket dips with TQQQ/UPRO or sit in a USD/gold/staples safety mix; in bulls, run a levered 55/45 stocks‑bonds barbell unless short‑term stress appears.
NutHow it works
Step 1: Is the S&P 500’s worst 1‑year drop >10%? - Yes (bear): Buy sharp 5‑day dips. If QQQ fell >5%, buy TQQQ (3× Nasdaq) unless it already jumped >5% today; else if SPY fell >5%, buy UPRO (3× S&P) unless it jumped; otherwise hold UUP (US dollar), GLD (gold), XLP (consumer‑staples). - No (bull): When calm, hold ~55% UPRO/TQQQ (sized by recent volatility) + 45% TMF (3× long Treasuries); if not calm, use the same safety trio.
CheckmarkValue prop
Out-of-sample return ~27% p.a. vs ~22% for SPX; levered equity with regime-switching plus a safety sleeve targets higher upside and diversified risk. Calmar ~0.78 over 1,256 days signals strong risk-adjusted performance despite larger drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.970.330.57
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
763.76%14.2%0.09%13.88%0.86
V1.1 | Bear BUYDIPS, Bull HFEAR | Michael B | Safety Mix Update
19,251.85%38.3%8.9%41.76%1.25
Initial Investment
$10,000.00
Final Value
$1,935,184.54
Regulatory Fees
$1,659.42
Total Slippage
$11,118.88
Invest in this strategy
OOS Start Date
Jan 12, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Regime-switching, leveraged etfs, dip-buying, defensive sleeve, inverse-vol weighting, trend/risk filter
Tickers in this symphonyThis symphony trades 8 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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 toTMF, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 26.98%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.68%. 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.