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Symphonies
Vox's Cockroach Portfolio - 3/10/2017 BT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-based “cockroach” portfolio: splits money across growth stocks, bonds, commodities, and currencies. Buys tech in uptrends and dips, then quickly shifts to Treasuries or volatility hedges when markets overheat or break. Rebalanced daily.
NutHow it works
Your money is split: about 40% offense (growth), 40% defense, 20% core currencies. If U.S. stocks trend up (price above long‑term average), it rides tech (amplified funds like TQQQ/TECL) and buys dips; if prices spike or break, it briefly parks in Treasuries or “fear” (UVXY). Defense owns oil/gas, metals, and agriculture only when they’re rising, or sits in cash‑like bonds. Signals use trend (moving averages), heat gauges (RSI: 0–100), and recent drops. Tilt: tech, Treasuries, energy, metals, agri, USD/JPY/EUR.
CheckmarkValue prop
A diversified, rules-based cockpit that rides growth but hedges risk with bonds, volatility, and commodities. Out-of-sample Calmar ~0.89 and max DD ~5.3% offer better downside protection and steadier risk-adjusted returns vs SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.410.320.120.35
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
302.12%15.64%1.36%13.5%0.89
Vox's Cockroach Portfolio - 3/10/2017 BT
6,882.57%55.8%1.04%3.44%2.71
Initial Investment
$10,000.00
Final Value
$698,257.21
Regulatory Fees
$1,306.70
Total Slippage
$10,060.50
Invest in this strategy
OOS Start Date
Apr 14, 2026
Trading Setting
Daily
Type
Stocks
Category
Trend-following, tactical allocation, volatility hedging, leveraged etfs, commodities, treasuries, currencies, buy-the-dip
Tickers in this symphonyThis symphony trades 95 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BLV
Vanguard Long-Term Bond ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BNO
United States Brent Oil Fund, LP
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CANE
Teucrium Sugar Fund
Stocks
CORN
Teucrium Corn Fund
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 toTYD, FCG, IEF, SCO, XLV, TECS, BSV, MBB, TMF, BLV, GLTR, DBA, FTGC, SCHR, SIVR, UUP, DBC, SLX, HYG, TLH, SHY, BNO, REMX, SPXL, PPLT, CPER, DBO, UGL, STIP, BTAL, SPTI, TQQQ, XYLD, UBT, SHV, FXY, WEAT, GLL, SLV, SOYB, XLU, GLD, BOIL, UCO, PDBC, UDOW, QYLD, SCHD, GSG, DBP, BIL, FAAR, XLP, HYD, FXEandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 4.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 5.28%. 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.