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Symphonies
V1a BWC Simple Modified Sandy's Modified AAWP (logic changeup) v2 + V1.1 Kearsarge - K-1 Free
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

All‑weather, K‑1‑free, rules‑based strategy that rotates among tech, bond bull/bear trades, the dollar, staples, and commodities using simple “hot/cold” and trend gauges to defend crashes and rising‑rate shocks while pursuing long‑run S&P 500 outperformance.
NutHow it works
It’s a dynamic “all‑weather” mix. When stocks trend up, it leans into Nasdaq (QQQ/TQQQ, sometimes semis). When stocks overheat or drop fast, it flips to hedges (PSQ/SQQQ/SOXS, BTAL). It reads bonds (TLT) to spot rising vs falling rates: rising → short bonds (TMV) and USD; falling → long bonds (TMF). A simple “too hot/too cold” gauge (RSI) and trend checks drive the switches. Commodities (PDBC/GDX) join when they show momentum. K‑1 free.
CheckmarkValue prop
Out-of-sample edge: ~42% annualized return vs ~23% for SPY, max drawdown ~12.3% vs ~18.8%, Sharpe ~1.04, Calmar ~3.44. A dynamic, all-weather, K‑1‑free strategy that defends crashes while chasing upside beyond the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.530.230.020.13
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
280.57%13.11%-1.77%0.2%0.78
V1a BWC Simple Modified Sandy's Modified AAWP (logic changeup) v2 + V1.1 Kearsarge - K-1 Free
28,811.78%68.59%-3.18%-1.88%1.82
Initial Investment
$10,000.00
Final Value
$2,891,177.89
Regulatory Fees
$7,640.32
Total Slippage
$48,520.29
Invest in this strategy
OOS Start Date
Nov 27, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, risk-parity inspired, trend/momentum, volatility regime, leveraged etfs, long/short, bonds, commodities, tech/semiconductors, k-1 free
Tickers in this symphonyThis symphony trades 37 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
FLOT
iShares Floating Rate Bond ETF
Stocks
GDX
VanEck Gold Miners ETF
Stocks
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond 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 toTIP, IEF, USDU, TMF, GDX, HYG, SHY, LQD, TQQQ, SHV, IEI, PDBC, TMV, XLPandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 12.30%. 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.