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Symphonies
V1a Bank + Insurance Portfolio - LBT w/ Dividends
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A barbell: a large, permanent long‑USD cushion plus tactical sleeves that buy tech on dips (QLD), favor defensive stocks/income when calm (XLP/KXI/SVOL), and hide in Treasuries (IEF/TLT) when volatility spikes.
NutHow it works
About half stays in USDU (long U.S. dollar) as a built‑in safety cushion. The rest rotates: calm markets hold defensive stocks (consumer staples) and income (SVOL) plus Treasuries (IEF). Sharp drops buy QLD (2× Nasdaq). Big spikes/high volatility move to Treasuries (IEF/TLT). Signals use: RSI (oversold/overbought gauge), recent % moves, and volatility to flip between risk‑on (QLD) and risk‑off (bonds/USD).
CheckmarkValue prop
Out-of-sample edge: a barbell with downside protection (12% drawdown vs 18.8%), Calmar ~1.65, and positive alpha, plus Treasuries/USD ballast and dip-buy tech. It aims for steadier, higher risk-adjusted returns even when the S&P struggles.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.140.530.640.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
77.59%13.45%1.36%5.73%0.81
V1a Bank + Insurance Portfolio - LBT w/ Dividends
153.17%22.64%2.76%8.22%1.82
Initial Investment
$10,000.00
Final Value
$25,316.98
Regulatory Fees
$32.47
Total Slippage
$173.26
Invest in this strategy
OOS Start Date
Nov 7, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical asset allocation,risk-on/risk-off,volatility filters,rsi/dip-buying,treasuries ballast,usd hedge,income tilt,consumer staples focus,leveraged tech sleeve
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toIEF, KXI, QLD, XLP, SVOLandUSDU. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.04%. 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, crypto, and options.