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Symphonies
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A two-part strategy: a volatility-based dial that moves from leveraged tech/healthcare in calm markets to SPY and Treasuries in turmoil, plus a small contrarian picker that buys the most “oversold” fund when volatility is low. Rebalanced daily.
NutHow it works
It splits the portfolio in two. 1) A “volatility dial” checks how bumpy the S&P 500 has been over ~1 month. If very calm, it buys 3x tech and 3x healthcare; as markets get choppier it steps down to SPY, then mixes in TLT, and in turmoil holds more TLT. 2) When volatility is low, it makes 1–2 short-term “buy the dip” bets in the single most beaten‑down of UPRO, TECL, or SHY (by RSI, a 0–100 stretch score). Otherwise it parks in SHY.
CheckmarkValue prop
Out-of-sample return ~37% vs ~23% for the S&P 500; a volatility-dial plus contrarian picks target bigger upside with bond shielding in stress. Calmar ~0.85 and Sharpe ~1.03 signal solid risk-adjusted gains, despite higher drawdowns in extreme regimes.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.161.350.570.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
629.7%14.36%6.16%5.09%0.87
Volatility and Kelly Symphony - Replace SHY w/ TLT, SSO w/TECL, & UPRO w/ CURE + Fund Surfing - Replace TQQQ w/ TECL
10,361.9%36.89%-1.94%-10.43%1.17
Initial Investment
$10,000.00
Final Value
$1,046,189.94
Regulatory Fees
$2,646.49
Total Slippage
$16,481.43
Invest in this strategy
OOS Start Date
Feb 25, 2023
Trading Setting
Daily
Type
Stocks
Category
Regime switching, volatility targeting, leveraged etfs, sector rotation, bonds vs equities, rsi contrarian, daily rebalancing
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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 toSHYandSPY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.42%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.63%. 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.