Skip to Content
Symphonies
V1.1a BWC+HTX: Sub-Zero RSI MA Crossover - K-1 Free
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based risk-on/risk-off system. Buys big tech/semis dips with 3x ETFs when oversold, hedges or shorts when overheated or trending down, and otherwise rotates between stocks, bonds, and some commodities. Very aggressive.
NutHow it works
RSI is a 0–100 gauge of price speed: <30 = oversold, >80 = overbought. Daily it checks if momentum improves. If weak/oversold, it buys dips in 3x tech/semis/Nasdaq/S&P (TECL, SOXL, TQQQ, UPRO). If trend is down, it shifts defensive (SH/PSQ/SDS, BTAL, SHY/BIL/SHV). If too hot, it hedges (VXX, TECS, SOXS, DRIP). Otherwise it rotates to the stronger side of stocks vs bonds and may add PDBC (commodities).
CheckmarkValue prop
Dynamic, rules-based tactical strategy that buys oversold tech/semis with leverage, hedges overheating regimes, and rotates across stocks, bonds and commodities. OOS: Sharpe ~0.33, 5.6% annualized, Calmar ~0.16. Diversifies S&P and may dampen extreme drawdowns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.770.340.020.16
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
172.29%13.1%-1.77%0.2%0.73
V1.1a BWC+HTX: Sub-Zero RSI MA Crossover - K-1 Free
40,382.29%109.1%5.09%13.67%1.98
Initial Investment
$10,000.00
Final Value
$4,048,228.94
Regulatory Fees
$31,747.55
Total Slippage
$205,334.37
Invest in this strategy
OOS Start Date
Nov 26, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical, daily, rsi, momentum+mean‑reversion, leveraged etfs, long/short, bond rotation, volatility hedge, commodities
Tickers in this symphonyThis symphony trades 32 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
ANGL
VanEck Fallen Angel High Yield 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
DRIP
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear 2X ETF
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 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 toBTAL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.74%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.55%. 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.