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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 rules-based, mostly defensive portfolio: keep a large USD cushion, hold Treasuries and defensive income stocks in calm markets, buy 2x Nasdaq on sharp dips, and shift to bonds or USD when volatility spikes.
NutHow it works
About half sits in a U.S. dollar fund (USDU). The rest splits between: (1) a steady Treasury-bond sleeve (IEF) plus a defensive stock-income sleeve (mainly SVOL and consumer‑staples ETFs XLP/KXI) that buys 2x Nasdaq (QLD) on sharp dips; if markets get jumpy, it parks in IEF. (2) A tactical sleeve that flips among QLD, long Treasuries (TLT), or USDU using simple signals: a “dip‑o‑meter” (RSI: low = recently fell a lot), short‑term swings, and big one‑day pops.
CheckmarkValue prop
Out-of-sample edge: max drawdown ~12% vs S&P ~19%, beta ~0.71, Calmar ~1.56, Sharpe ~1.43 (vs ~1.50). Defensive USD/Treasury ballast plus dip‑buying delivers steadier, lower‑risk growth with better downside protection than the S&P.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.130.530.650.8
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
78.31%12.83%-0.15%0.4%0.79
V1a Bank + Insurance Portfolio - LBT w/ Dividends
155.24%21.61%0.28%0.82%1.78
Initial Investment
$10,000.00
Final Value
$25,523.75
Regulatory Fees
$35.72
Total Slippage
$190.98
Invest in this strategy
OOS Start Date
Nov 7, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Rules-based,tactical allocation,volatility-aware,dip buying,defensive income,treasuries,usd hedge,leveraged tech tilt
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KXI
iShares Global Consumer Staples ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVOL
Simplify Volatility Premium ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
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 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 18.04%. 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, and options.