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Symphonies
v4.01 Pops l 18 April 2012 | No K-1 | BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rule-based swing that mostly flips between cash (BIL) and leveraged tech (TECL). It takes profits when markets look overheated, buys tech on dips, and uses fear/volatility and bond/gold signals to hide in cash or hedge.
NutHow it works
Each day it asks: 1) Are stocks—especially tech—overheated? If yes, park in BIL (T‑bills). 2) Is fear rising or did prices just spike/crash? If yes, stay in BIL or briefly hedge (TECS=3x inverse tech, SVXY=short fear, TMV=short long‑bonds, UGL=gold). 3) If trend is healthy and not overheated—or tech is washed out—buy TECL (3x tech). It uses “speedometers” (RSI), moving averages, drawdowns, VIXY (fear), and Tech vs Staples (XLK vs XLP) to decide.
CheckmarkValue prop
Out-of-sample annualized return ~29.5%, Calmar ~0.72, with hedges/cash to chase tech rallies and park during spikes. Potentially higher upside vs. the S&P, but larger drawdowns (~41%) and lower Sharpe—fit for risk-tolerant, tech-focused investors.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.511.330.30.55
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
521.01%14.06%0.54%-0.34%0.87
v4.01 Pops l 18 April 2012 | No K-1 | BIL
540,771.06%85.72%5.86%-8.96%1.72
Initial Investment
$10,000.00
Final Value
$54,087,106.39
Regulatory Fees
$265,319.99
Total Slippage
$1,884,552.00
Invest in this strategy
OOS Start Date
Apr 22, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend following, mean reversion, volatility regime, sector rotation, leveraged etfs, daily rebalancing, risk management
Tickers in this symphonyThis symphony trades 25 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures 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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 41.00%. 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.