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Symphonies
Vol-ey Wolley Mashup Remix [No VIXM] V2.0
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based portfolio that rides tech and bond trends (often with leverage) when conditions are calm, and pivots to the US dollar, gold, defensives, or volatility hedges when markets overheat or panic. Includes a cross-asset momentum sleeve and a crash-catcher.
NutHow it works
It’s a rules-based mix that adapts daily. It checks if tech stocks are hot/cold (a 0–100 “heat” gauge), whether markets are calm or jumpy, and whether bond yields are rising or falling. In calm uptrends it rides tech and long Treasuries (often with leverage). In stress it shifts to dollar, gold, defensives, or volatility hedges. It also owns the 2 strongest assets (stocks, Treasuries, gold, dollar, commodities, or cash).
CheckmarkValue prop
{Out-of-sample edge: ~26% annualized return vs ~21.6% for the S&P, with Calmar ~1.14 and positive alpha. A rules-based, multi-asset trend strategy that pursues bigger upside while hedging risk and adding diversification beyond the S&P.}
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.380.620.250.5
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
355.54%13.35%0.54%-0.34%0.81
Vol-ey Wolley Mashup Remix [No VIXM] V2.0
21,931.61%56.17%2.48%0.64%2.19
Initial Investment
$10,000.00
Final Value
$2,203,160.84
Regulatory Fees
$6,370.25
Total Slippage
$38,786.56
Invest in this strategy
OOS Start Date
Jun 23, 2023
Trading Setting
Daily
Type
Stocks
Category
Multi-asset, trend following, momentum, volatility hedging, risk management, leveraged etfs, bonds, gold, us dollar, defensive equities
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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
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 toVGLT, TMF, DBC, BTAL, TQQQ, QLD, GLD, VGITandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.60%. 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.