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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 rules‑based, Risk‑On/Risk‑Off strategy that chases tech strength, hedges blow‑offs, and flips long/short Treasuries using short‑term momentum and volatility signals. It aims to make money in both up and down markets but can be very active and volatile.
NutHow it works
It watches three things every day: stock trend, bond trend, and fear. It uses short‑term “speedometers” (RSI/averages) on SPY/QQQ and Treasuries, plus the VIX. - Calm/uptrend: go Risk‑On (leveraged tech/Nasdaq like TQQQ, SOXL, TECL). - Stretched or jumpy: hedge or go Risk‑Off (SQQQ/SOXS, SVIX/VXX, T‑Bills BIL, gold GLD, strong USD USDU, market‑neutral BTAL). - Bonds: flip long (TMF/TYD) or short (TYO/TMV) as rates trend. - Big dips: may buy the dip; panic: park in T‑Bills.
CheckmarkValue prop
Dynamic, rules‑based strategy that captures tech strength with selective leverage and shifts to hedges and bonds in risk‑off regimes. Out‑of‑sample ~24% annualized return—near SPY upside with regime‑aware diversification and risk control.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.251.470.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
81.73%22.29%6.16%5.09%1.4
V5.1 BWC: Total Return Long/Short
288.36%57.95%-6.14%0.04%1.23
Initial Investment
$10,000.00
Final Value
$38,836.20
Regulatory Fees
$355.09
Total Slippage
$2,102.94
Invest in this strategy
OOS Start Date
Nov 6, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Multi-asset, long/short, momentum, risk-on/risk-off, leveraged etfs, volatility hedging
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 Shares ETF Trust Direxion Daily AAPL Bear 1X ETF
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 ETF
Stocks
DRV
Direxion Daily Real Estate Bear 3X ETF
Stocks
DXD
ProShares UltraShort Dow 30
Stocks
ERX
Direxion Daily Energy Bull 2X 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.

"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 toVXX, SOXSandSQQQ. 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 21.59%. 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 38.12%. 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.