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Symphonies
V4 BWC: Min Volatility Fund xii (anti-beta II)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based “anti‑beta” portfolio that leans on T‑bills, BTAL, managed futures, and Treasuries when stocks wobble, but tactically rents growth and volatility/energy trades when odds are good. Designed for a smoother ride and smaller drawdowns.
NutHow it works
Each day it checks: 1) trend (is SPY above its 200‑day average?); 2) heat/cold (RSI = a simple hot/cold meter: high = overheated, low = washed‑out); 3) big one‑day pops. If trend is up and not overheated, it owns growth funds (TQQQ, UPRO, TECL, SOXL). If overheated or shaky, it shifts to safety/hedges (BIL T‑bills, BTAL anti‑beta, UVXY/VIXY or SVXY). Weak stock trends favor Treasuries (TLT/TMF/TMV), managed futures (DBMF/KMLM), plus a small oil/gas sleeve. Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~39.4% annualized return vs S&P 37.9%, beta ~0.45 (lower market exposure), diversified hedges and managed futures to target higher upside with reduced sensitivity to broad market moves.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.410.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
24.81%29.51%0.54%-0.34%2.3
V4 BWC: Min Volatility Fund xii (anti-beta II)
28.61%34.12%1.89%-0.57%2.14
Initial Investment
$10,000.00
Final Value
$12,860.93
Regulatory Fees
$24.08
Total Slippage
$134.24
Invest in this strategy
OOS Start Date
May 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, risk-managed, anti-beta, volatility hedging, managed futures, bonds, commodities, daily rebalanced
Tickers in this symphonyThis symphony trades 81 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
CTA
Simplify Managed Futures Strategy ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBB
Invesco DB Base Metals Fund
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 toDRIP, UPRO, KOLD, SVXY, DBC, SPXU, BTAL, TQQQ, XLE, GLD, TMV, SCHDandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 8.95%. 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.