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Symphonies
V2 Holy Grail Simplified w/RSI Divination - without VIXen
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based strategy: when trends are healthy it rides tech-heavy growth unless it’s overheated (then hedge). In weak trends it buys deep dips or rotates to Treasuries, cash, the dollar, or gold instead of always shorting.
NutHow it works
Step 1: Is the S&P 500 (SPY) above its 200‑day average? If yes (risk‑on), it buys growth (e.g., 3x Nasdaq) unless things look “too hot,” in which case it hedges (inverse Nasdaq or volatility). If no (risk‑off), it buys sharp dips in stocks; otherwise it prefers Treasuries/cash or, instead of shorting, the U.S. dollar or gold. RSI is a 0‑100 “heat” gauge: low=cold/oversold, high=hot/overbought. Checks and switches daily.
CheckmarkValue prop
Out-of-sample, this rules-based strategy beats SPY on risk-adjusted returns: Sharpe ~1.49 vs 1.30, Calmar ~2.12, and annualized return ~89% vs ~21%. Regime-switching and hedges seek bigger upside with disciplined risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.051.220.130.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
583.51%14.27%-4.19%-3.74%0.88
V2 Holy Grail Simplified w/RSI Divination - without VIXen
563,034,301.6%194.02%-1%0.23%2.2
Initial Investment
$10,000.00
Final Value
$56,303,440,160.42
Regulatory Fees
$106,222,442.46
Total Slippage
$764,068,419.92
Invest in this strategy
OOS Start Date
Jul 2, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, regime switching, leveraged etfs, momentum and mean reversion, volatility hedge, multi-asset
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXU
ProShares UltraPro Short S&P 500
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
TECL
Direxion Daily Technology Bull 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 toUGLandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 71.92%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.84%. 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.