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Symphonies
V2 Zero Beta Contest No. 1 - GiantSteps | Garen https://www.investorcollab.com
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based blend aiming for near-zero stock market beta: 60% defensive (short stocks, Treasuries, US dollar), 20% all‑weather (stocks/bonds/dollar/commodities), 20% fast tactical QQQ/S&P using trend and overbought/oversold signals.
NutHow it works
Split: 60% Defensive, 20% All‑Weather, 20% Fast‑Attack. Defensive: daily picks two of SH (short S&P), IEF (7–10Y Treasuries), UUP (US dollar) by 6‑mo returns; tilts to the steadier one. All‑Weather: picks two of SPY (stocks), TLT (long Treasuries), UUP, DBC (commodities) similarly. Fast‑Attack: uses a 200‑day trend and an RSI “speedometer” (high=hot, low=cold), plus a 20‑day trend, to rotate among TQQQ/UPRO (aggressive long), SQQQ/QID/PSQ (hedge), or TLT/SHY (safe). Rebalanced daily.
CheckmarkValue prop
Invest in a near-zero-beta, risk-controlled strategy with better risk-adjusted results than the S&P 500: out-of-sample Sharpe 1.21 vs 1.13, max drawdown 7% vs 18.8%, Calmar 1.23, driven by adaptive cross-asset momentum.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.10.130.10.32
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
777.8%14.4%6.16%5.09%0.87
V2 Zero Beta Contest No. 1 - GiantSteps | Garen https://www.investorcollab.com
592.01%12.72%2.93%4.53%1.8
Initial Investment
$10,000.00
Final Value
$69,201.09
Regulatory Fees
$283.95
Total Slippage
$1,165.11
Invest in this strategy
OOS Start Date
Apr 11, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend-following, momentum, defensive, zero beta, daily rebalanced, leveraged etfs
Tickers in this symphonyThis symphony trades 17 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 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 toIEF, UUP, DBC, SPYandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 9.56%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 7.03%. 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.