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Symphonies
v20111013 V1 | Love SOXL, SVXY Jedi | Trades Weekly | HTX
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Weekly, high‑octane rotation. Half targets growth (either short long Treasuries or mix strongest + most “oversold” among 3x semis/tech/bonds). Half is a risk sleeve: hide in USD + short Treasuries when volatility spikes; otherwise lean bullish with 3x S&P/tech, oil, and short‑vol. High risk.
NutHow it works
Rebalanced weekly; money is split in two sleeves. 1) Growth sleeve: If a “short Treasuries” fund scores higher than big‑tech on a 0–100 heat gauge (RSI), it shorts long bonds. Otherwise it holds two names: the best 10‑day performer and the most “oversold,” drawn from 3x semis/3x tech/3x long‑Treasuries/short‑term TIPS. 2) Risk sleeve: If volatility’s heat gauge is high, go to U.S. dollar + short‑term Treasuries; else lean bullish (3x S&P 500 plus a weekly winner or two oversold picks across tech/anti‑beta/oil/vol/USD‑yen/short‑Treasuries).
CheckmarkValue prop
Out-of-sample, a two-sleeve weekly rotation delivers ~62.7% annualized return, ~1.51 Sharpe, Calmar 1.67 vs SPY ~21.5% return and ~1.29 Sharpe. Higher upside with volatility/rates hedges, but larger drawdowns (up to ~37.5%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.350.440.66
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
632.52%14.88%-0.15%0.4%0.91
v20111013 V1 | Love SOXL, SVXY Jedi | Trades Weekly | HTX
32,283.77%49.59%0.38%2.87%1.35
Initial Investment
$10,000.00
Final Value
$3,238,376.51
Regulatory Fees
$4,954.24
Total Slippage
$29,545.22
Invest in this strategy
OOS Start Date
Dec 26, 2023
Trading Setting
Weekly
Type
Stocks
Category
Leveraged etf rotation, momentum & mean‑reversion, volatility filter, macro rotation, weekly tactical
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
PST
ProShares Trust UltraShort Lehman 7-10 Year Treasury
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
STIP
iShares 0-5 Year TIPS Bond ETF
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TBF
ProShares Short 20+ Year Treasury ETF
Stocks
TBX
ProShares Short 7-10 Year Treasury
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 toUPRO, TQQQandDIG. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 57.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.49%. 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.