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

About

Rules-based “cockroach” portfolio. Leans into tech and stock indexes when trends are strong, flips to Treasuries, short-tech, or volatility when markets overheat or fall, and adds commodities in inflation. Includes bond/income and cash/Bitcoin sleeves; high risk.
NutHow it works
Three modes: Offense, Defense, Inflation. It reads simple price cues: trend (price above a recent average) and hot/cold (RSI: many up vs down days). If stocks trend up, it rides tech-heavy funds (often 3x). If prices overheat or drop fast, it shifts to hedges: Treasuries (TMF/TLT/EDV), short tech (SQQQ/TECS) or volatility (UVXY). When commodities trend, it holds energy/oil/gas, metals, and agriculture. It also keeps bond/income funds and a small cash/Bitcoin slice.
CheckmarkValue prop
Out-of-sample, this strategy delivers higher risk-adjusted returns vs. the S&P 500 (Calmar 2.16), lower drawdowns (~14%), and beta ~0.69. It captures tech uptrends, hedges volatility, and adds inflation hedges for diversified growth.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.250.590.440.67
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
79.82%19.76%1.36%5.73%1.17
Vox's Cockroach Portfolio - Short BT/Live Run
215.69%42.37%1.82%9.34%2.45
Initial Investment
$10,000.00
Final Value
$31,569.30
Regulatory Fees
$44.24
Total Slippage
$254.25
Invest in this strategy
OOS Start Date
Jan 3, 2025
Trading Setting
Threshold 2%
Type
Stocks
Category
Tactical multi-asset, trend-following, mean-reversion, volatility hedging, leveraged etfs, commodities, bonds, income
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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, EZU, FCG, EMXC, IEF, SCO, VCIT, XLV, CSHI, KOLD, EEM, BSV, MBB, TMF, BLV, GLTR, SPPP, DBA, BITO, SCHR, CANE, SIVR, VGK, MUB, USO, PCY, UUP, NVDA, SLX, HYG, TLH, VPL, SHY, BNO, MUNI, REMX, SHYD, SUB, LQD, SPXL, SPYI, PPLT, CPER, DBO, TECL, UGL, BTAL, VTEB, SPTI, TQQQ, SPTL, UBT, SHV, GSIE, AAPL, URTY, BILS, AMZN, EMB, GLL, SLV, TSLA, SOYB, TFI, XLU, SGOV, AMD, GLD, CEFS, BOIL, TLT, UCO, SPIB, TSM, PSLV, UDOW, SCHD, MSFT, BIL, FAAR, EBND, BNDI, XLP, HYD, BNDandSGOL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.66%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 14.23%. 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, crypto, and options.