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Symphonies
v20231123 UPRO 60d BND, 2d BND, 15d drawdown, 5d Vix + Volatility checks
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Times entries with three gates: 1) If markets look overheated, flip to a volatility spike fund (UVXY). 2) If bonds beat T‑bills, ride UPRO unless a drop/vol spike favors TMF. 3) If rates rise, mix small UPRO with trend‑strong hedges (gold, Treasuries, USD) or go mostly hedges/cash.
NutHow it works
Rules: - If key market ETFs look overheated (strong short‑term gains), switch to UVXY (a fund that spikes with volatility) as a hedge. - Else read rates via 60‑day BND vs BIL. • If bonds OK: hold UPRO (3× S&P); unless SPY fell >5% and VIXY is high—then hold TMF (3× Treasuries). • If rates rising: after a 2‑day bond bounce, hold ~1/3 UPRO + two hedges with the best 60‑day trend from GLD (gold), IEF/TMF (Treasuries), or UUP (US dollar); if no bounce, hold mostly those hedges and some cash.
CheckmarkValue prop
Out-of-sample: far higher upside and better risk-adjusted returns vs S&P 500 (OOS return ~58%, Sharpe ~1.11, Calmar ~1.12, beta ~0.69). Hedge-driven risk control, but larger downturn drawdowns can occur.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.850.570.040.19
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
521.01%14.06%0.54%-0.34%0.87
v20231123 UPRO 60d BND, 2d BND, 15d drawdown, 5d Vix + Volatility checks
8,850,662.06%127.14%-7.54%-1.06%1.9
Initial Investment
$10,000.00
Final Value
$885,076,206.32
Regulatory Fees
$2,767,783.12
Total Slippage
$19,880,012.79
Invest in this strategy
OOS Start Date
Jul 8, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, regime switching, leveraged etfs, volatility hedge, momentum, trend following, risk-on/risk-off
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
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. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 57.17%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 51.79%. 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.