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Symphonies
What More Do You Need? (Even Longer Backtest)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based switcher that rotates among leveraged Nasdaq, Treasuries, staples, oil/dollar/SPY, or cash/shorts using simple heat/cold (RSI) and trend filters to go risk‑on in tech, defensive in bonds/staples, or bearish/cash in downtrends.
NutHow it works
It checks markets daily. - If stocks are extremely “hot,” it moves to long‑term US Treasury bonds (TLT). - If the Nasdaq is extremely “cold,” it buys 2x tech (ROM) for a bounce. - Otherwise it chooses between 2x Nasdaq (QLD), a mix of staples + the strongest of oil/USD/SPY, short 2x Nasdaq (QID), or T‑bills (SHV) based on trend checks.
CheckmarkValue prop
Out-of-sample, this tactical, rules-based strategy delivers superior risk-adjusted returns vs the S&P 500: Sharpe ~1.65 vs ~1.37; annualized return ~73.7% vs ~23%; Calmar ~3.0; with a higher max drawdown (~24.8% vs ~18.8%), but much stronger upside potential.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.461.070.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
588.57%10.73%-0.15%0.4%0.61
What More Do You Need? (Even Longer Backtest)
1,534,141.64%66.4%6.81%0.99%1.44
Initial Investment
$10,000.00
Final Value
$153,424,163.57
Regulatory Fees
$283,548.99
Total Slippage
$2,011,731.63
Invest in this strategy
OOS Start Date
Dec 11, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, rsi-based, trend following, mean reversion, leveraged etfs, risk-on/risk-off, multi-asset, market timing
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
DBO
Invesco DB Oil Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SHV
iShares Trust iShares 0-1 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond 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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 71.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.83%. 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.