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Symphonies
W/ Garen mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rules-based “risk-on/risk-off” switcher. It rides uptrends with leveraged S&P exposure, shifts to bonds or inverse ETFs when stress rises, and uses a volatility hedge (UVXY) for crash risk. Aims to cut drawdowns while staying adaptive.
NutHow it works
Tickers: SPY=S&P 500; QQQ=Nasdaq 100; SSO=2x SPY; TMF=3x long Treasuries; SH=−1x SPY; PSQ=−1x QQQ; BIL=T‑bills; BSV=short‑term bonds; UVXY=volatility fund. Signals: RSI=a 0–100 “heat meter”; Drawdown=recent drop from a peak; Moving average=a trend line. Daily: If stress spikes, buy UVXY or rotate to PSQ/BSV. If trend is healthy and drops are small, hold SSO (sometimes TMF). In downtrends, use SH/PSQ or BSV. Park in BIL when uncertain.
CheckmarkValue prop
Dynamic risk-on/risk-off strategy with hedges seeks to tame volatility and defend capital while capturing upside. Out-of-sample: beta ~0.85, Calmar ~0.79, Sharpe ~0.93, and positive alpha—potentially better risk-adjusted returns than SPY.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.390.650.110.33
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
627.07%14.97%2.19%5.01%0.92
W/ Garen mod
49,246.75%54.68%3.83%6.56%1.46
Initial Investment
$10,000.00
Final Value
$4,934,674.85
Regulatory Fees
$16,904.05
Total Slippage
$111,809.61
Invest in this strategy
OOS Start Date
Sep 26, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation,risk-on/risk-off,leveraged etfs,inverse etfs,volatility hedge,trend/momentum,mean reversion,daily rebalance
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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.

"W/ Garen mod" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"W/ Garen mod" is currently allocated toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "W/ Garen mod" has returned 22.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "W/ Garen mod" is 27.94%. 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 "W/ Garen mod", 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.