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Symphonies
V5.1 BWC: Total Return Long/Short
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rule‑based risk‑on/risk‑off system. When stocks and bonds look calm, it goes aggressive (tech/semis, short volatility). When they look hot or weak, it shifts to T‑Bills, gold, market‑neutral BTAL, or inverse 3x stock/bond hedges.
NutHow it works
Think of it as a traffic light for risk. It checks if stocks (SPY) and bonds look calm or overheated using short‑term “heat” gauges and trends. If calm and not too hot, it goes risk‑on (tech/semis, sometimes short volatility). If overheated or shaky, it moves to safety (T‑Bills, gold, strong USD, market‑neutral BTAL) or flips to inverse funds. It also has quick crash‑catchers and bond hedges.
CheckmarkValue prop
An adaptive, rules-based risk-on/risk-off strategy that shifts between growth and hedges. Out-of-sample return ~24% annualized with calibrated risk controls (Calmar ~0.63) for solid risk-adjusted gains vs. the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.570.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
74.85%21.7%-0.15%0.4%1.38
V5.1 BWC: Total Return Long/Short
283.15%60.34%-1.78%-8.73%1.25
Initial Investment
$10,000.00
Final Value
$38,315.25
Regulatory Fees
$344.46
Total Slippage
$1,986.80
Invest in this strategy
OOS Start Date
Nov 6, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical allocation,long/short,leveraged etfs,volatility-aware,multi-asset,trend & mean-reversion,risk-on/risk-off
Tickers in this symphonyThis symphony trades 66 assets in total
Ticker
Type
AAPB
GraniteShares ETF Trust GraniteShares 2x Long AAPL Daily ETF
Stocks
AAPD
Direxion Daily AAPL Bear 1X Shares
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DRV
Direxion Daily Real Estate Bear 3X Shares
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
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.

"V5.1 BWC: Total Return Long/Short" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"V5.1 BWC: Total Return Long/Short" is currently allocated toTSLS, NVDLandAAPB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "V5.1 BWC: Total Return Long/Short" has returned 22.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "V5.1 BWC: Total Return Long/Short" is 38.14%. 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 "V5.1 BWC: Total Return Long/Short", 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.