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Symphonies
V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based, tactical portfolio that times long-term US Treasuries (often with 3x ETFs), rotates into the strongest assets (stocks, bonds, gold, dollar, commodities), and adds crash protection (volatility hedge or defensive mix) when markets get shaky.
NutHow it works
Three parts: 1) Ride trends in long US Treasuries using 3x ETFs—TMF to ride rallies, TMV to profit from selloffs; when signals disagree, park in safer mix (USD, gold, staples). 2) Buy the 2 strongest over ~6 months among SPY, TLT, GLD, UUP, DBC, or cash (SHV). 3) Crash-catchers: shift to UVXY or the safety mix on sharp tech drops; otherwise hold growth (TQQQ) in calm uptrends. RSI=0–100 heat gauge; moving average=trend line.
CheckmarkValue prop
Out-of-sample shows a smoother, lower-risk path: Calmar 1.61, Sharpe 1.33, beta 0.52, drawdown 11.3% vs SPY 18.8%, return 18.23% vs 23.25%. Lower downside, lower correlation with stocks, solid risk-adjusted growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.440.090.010.08
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
358.1%13.4%-0.15%0.4%0.81
V1a Vol-ey Wolley Mashup Remix [No VIXM] V2.0
18,994.13%54.35%3.19%2.56%2.3
Initial Investment
$10,000.00
Final Value
$1,909,412.99
Regulatory Fees
$5,190.31
Total Slippage
$31,839.77
Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical asset allocation, trend following, momentum rotation, leveraged bonds, crash protection, volatility hedge, macro, multi-asset
Tickers in this symphonyThis symphony trades 23 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
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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 toVGLT, BSV, TMF, DBC, BTAL, TQQQ, GLD, VGITandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.30%. 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.