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A symphony is an automated trading strategy — Learn more about symphonies here

About

A highly tactical, cross-asset system that cycles among many signals (momentum, mean-reversion, volatility) and uses leveraged/inverse hedges to chase trends while defending against risk, across stocks, bonds, commodities, currencies, and crypto proxies.
NutHow it works
- It scans a wide universe of assets (stocks, bonds, commodities, currencies, and crypto proxies) and applies a series of built-in rules to decide where to allocate. - Signals come from momentum/price trends (moving averages, exponential averages), momentum strength (RSI-like checks), and risk signals (volatility and standard deviation measures). - Each node may select the strongest signals (e.g., top/bottom one or a few assets) and assign weights (often 100% for a single signal or split among several best signals). - Leverage and hedges are common: you’ll see powerful long bets (e.g., tech and growth ETFs with 2x/3x leverage) and hedges/bear positions (UVXY for volatility, TMV/TMF for bonds, SQQQ for QQQ, BITI for bitcoin-related exposure). - The strategy includes defense baskets (e.g., “Risk Off,” “Falling Rates” or “Defense Modified”) that tilt toward bonds, gold/silver, and other risk-off assets when signals indicate risk is rising. - There is no static buy-and-hold Yes/No reinvestment; the system is designed to be signal-driven and can shift across many baskets as regimes change.
CheckmarkValue prop
Out-of-sample, this cross-asset, regime-aware strategy targets ~30.3% annualized returns vs ~18.5% for the S&P 500, using hedges and leverage to chase trends. Expect larger drawdowns (~34% vs ~19%), but more upside in favorable markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.531.120.240.49
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
80.46%17.25%-1.77%0.2%1.05
1,036.41%92.52%-7.93%1.73%1.93
Initial Investment
$10,000.00
Final Value
$113,640.69
Regulatory Fees
$647.12
Total Slippage
$4,015.00
Invest in this strategy
OOS Start Date
Jul 31, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Multi-asset, tactical, leveraged etfs, volatility hedges, momentum/mean-reversion, regime-switching
Tickers in this symphonyThis symphony trades 100 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AGQ
ProShares Ultra Silver
Stocks
ARKG
ARK Genomic Revolution ETF
Stocks
ARKK
ARK Innovation ETF
Stocks
ARKQ
ARK Autonomous Technology & Robotics ETF
Stocks
ARKW
ARK Next Generation Internet ETF
Stocks
ARKX
ARK Space & Defense Innovation ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BITI
ProShares Short Bitcoin ETF
Stocks
BITO
ProShares Bitcoin 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, LBAY, PHDG, CCOR, USO, UUP, DBMF, COM, COMT, UGL, SPHD, SOXS, MSTR, PDBC, TMVandFAAR. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 19.34%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.03%. 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.