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Symphonies
V1.2 | Momentum Mean Reversion LETFs with Black Swan Catcher | DJKeyhole | Use V1.1 A Better LETF Basket
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, high‑octane strategy: buy recent dips in leveraged stock ETFs during uptrends; in selloffs, rotate to dollar/bonds/inverse funds; switch between 3x long/short Treasuries by rate trend; and use UVXY briefly as crash insurance.
NutHow it works
It reads the market’s mood with simple checks: Is the S&P 500 trending up? Are long‑term Treasury bonds (TLT) rising or falling? Are commodities jumpier than stocks? In uptrends it buys 1–2 leveraged stock funds that just dipped (a quick “buy‑the‑dip”). If fear spikes or stocks slide, it flips to safety: US dollar, bonds, inverse stock funds, or 3x Treasury funds (TMF/TMV). When tech gets “too hot” or surges in a day, it briefly buys UVXY (volatility) as crash insurance. RSI is a 0–100 “too hot/too cold” score.
CheckmarkValue prop
Out-of-sample edge: ~44% annualized return vs SPY’s ~23%, driven by tactical use of leveraged ETFs and fast risk-off hedges. Strong risk-adjusted profile (Calmar ~0.89; Sharpe ~0.87) for risk-tolerant investors, noting higher drawdowns (~50%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.620.830.040.21
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
438.01%13.95%-1.77%0.2%0.85
V1.2 | Momentum Mean Reversion LETFs with Black Swan Catcher | DJKeyhole | Use V1.1 A Better LETF Basket
32,322,298,995.61%357.53%-8.58%7.08%2.56
Initial Investment
$10,000.00
Final Value
$3,232,229,909,561.30
Regulatory Fees
$4,842,666,394.53
Total Slippage
$6,145,572,662.44
Invest in this strategy
OOS Start Date
Oct 17, 2022
Trading Setting
Threshold 24%
Type
Stocks
Category
Leveraged etfs,tactical allocation,mean reversion,trend/rate regime,volatility hedge,short-term,multi-asset
Tickers in this symphonyThis symphony trades 44 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
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund 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 toEPIandEFA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.70%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.91%. 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.