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Symphonies
v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily trend strategy with a volatility “kill‑switch.” It parks in T‑Bills when fear surges; otherwise it blends six lookbacks to go long or short via leveraged sector/bond funds, sizing positions by recent volatility.
NutHow it works
Daily: 1) Panic switch: if VIXM (a fund tied to market “fear”) has jumped sharply (RSI>70), hold BIL (T‑Bills). 2) Else split into 6 lookbacks (100–600 days). In each, if US stocks (SPY) beat commodities (DBC), use a Bull basket—leveraged tech/health/financials/long bonds (TQQQ,CURE,FAS,TMF); else a Bear basket—inverse versions + short‑vol (SQQQ,FAZ,TMV,SVXY). 3) Inside a basket, weight by 1/vol (20‑day).
CheckmarkValue prop
Matches SPY’s ~22% annual return with solid risk-adjusted metrics (out-of-sample Sharpe ~1.03; Calmar ~0.95) using a volatility kill-switch and six-lookback trend signals for diversification and tactical leverage.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.240.920.380.62
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
608.48%14.63%-1.77%0.2%0.9
v1.5.0 | Dippy Qutie | Garen,Pietros,EricS - BrianE Mod (In.Vol) l Nov 20th 2011
15,412.47%42.17%-1.9%-2.12%1.54
Initial Investment
$10,000.00
Final Value
$1,551,247.16
Regulatory Fees
$3,146.62
Total Slippage
$19,891.14
Invest in this strategy
OOS Start Date
Nov 5, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following, risk-on/off, volatility filter, leveraged etfs, inverse-vol weighting, daily rebalance, multi-asset
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
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
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X 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, CURE, SVXY, FAZ, TQQQ, FAS, TMVandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.38%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 23.26%. 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.