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Symphonies
v4 Pops l 18 April 2012
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, swing‑trading, risk‑on/risk‑off system. It buys 3x tech after sharp drops, buys/shorts volatility around spikes, and moves to T‑Bills when danger rises, with occasional bond/gold trades. Signals center on VIX and Nasdaq behavior.
NutHow it works
This daily strategy tries to ride big swings. It watches fear (VIX), the Nasdaq-100, and whether tech is leading. If stocks look overheated, it briefly buys a ‘fear’ fund (UVXY). If they look washed‑out, it buys a 3x tech fund (TECL) for rebounds. When fear fades, it may short fear (SVXY). In shaky trends it parks in T‑Bills (BIL) or uses bonds/gold (TMF/TMV/UGL). It also picks the calmest choice in a set when volatility is wild.
CheckmarkValue prop
Out-of-sample edge: ~68% annualized return vs ~24% for the S&P, alpha ~0.53%, Calmar ~1.51, beta ~0.48. Higher drawdown (~44.8%) than SPY, but risk-off hedges aim to protect during turbulence.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.320.590.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
522%14.34%1.36%5.73%0.88
v4 Pops l 18 April 2012
2,471,969,623.96%248.26%-5.96%13.53%2.39
Initial Investment
$10,000.00
Final Value
$247,196,972,395.74
Regulatory Fees
$894,607,457.22
Total Slippage
$4,576,312,008.23
Invest in this strategy
OOS Start Date
Mar 19, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility trading, mean reversion, trend filters, daily rebalance
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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.

"v4 Pops l 18 April 2012" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"v4 Pops l 18 April 2012" is currently allocated toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "v4 Pops l 18 April 2012" has returned 67.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "v4 Pops l 18 April 2012" is 44.77%. 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 "v4 Pops l 18 April 2012", 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, crypto, and options.