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Symphonies
V1.1 | Pop Bots l BrianE l Nov 21st 2011 | Michael B Mod: Fund Surfing V2
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, daily, contrarian system: buy sharp dips in leveraged stock ETFs, hedge overheated markets with UVXY, and otherwise rotate among stocks, bonds, or commodities—sometimes flipping long/short long‑term Treasuries by recent calm. High risk.
NutHow it works
Runs daily. It uses a 0–100 “heat” score (RSI) of recent days. If stock indexes look too hot (SPXL/TQQQ >80), it buys UVXY (volatility jumps on pullbacks). If they look washed out (<30), it buys them (SPXL, SOXL, TQQQ) for a bounce. Otherwise it buys the most beaten‑down fund from a small menu (SPY, QQQ, SHY, UPRO/TQQQ/SOXL/TECL; sometimes DBC/DBA). When fear is high, it switches to TMF/TMV, picking the calmer side by 5‑day drawdown (drop from a recent peak).
CheckmarkValue prop
Out-of-sample edge: ~72% annualized return vs ~22% for the S&P 500; Sharpe ~1.11 vs ~1.33; max drawdown ~78% vs ~19% for the S&P 500. Higher risk, but volatility hedges and bond rotations aim for large upside in volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.662.390.410.64
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.63%14.84%-0.15%0.4%0.91
V1.1 | Pop Bots l BrianE l Nov 21st 2011 | Michael B Mod: Fund Surfing V2
15,482,189.61%130.61%2.11%-7.1%1.66
Initial Investment
$10,000.00
Final Value
$1,548,228,960.98
Regulatory Fees
$4,691,030.20
Total Slippage
$33,705,686.32
Invest in this strategy
OOS Start Date
Nov 1, 2022
Trading Setting
Daily
Type
Stocks
Category
Mean reversion, tactical rotation, volatility hedge, leveraged etfs, treasuries, commodities, daily
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
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
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 61.58%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 77.70%. 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.