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Symphonies
Word is Bond + Pure Black Swan Catcher WM 74
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical, two‑sleeve plan: scale into leveraged tech/short‑vol when bonds show stronger near‑term momentum than QQQ, otherwise sit in T‑Bills. After big SPY selloffs, add a sleeve that mostly holds short‑term bonds but can buy UVXY to catch volatility spikes.
NutHow it works
Two sleeves. 1) Risk-on/off: five “votes” compare recent strength (RSI) of bonds (BND, AGG, IEI, SHY) vs QQQ. More votes → more in a high‑beta mix (SOXL, TQQQ, SVXY, TECL); fewer → park in T‑Bills (BIL). 2) Crash‑catcher only after a 10% 1‑mo SPY drop; it mostly holds BSV, but briefly buys UVXY when markets look overheated or volatility jumps. RSI=0–100 “heat” score; 200‑day MA=trend.
CheckmarkValue prop
Out-of-sample annualized return ~25.9% vs ~19.7% for the S&P, driven by an adaptive two-sleeve mix (tech/short-vol when bonds outperform) plus a crash-catcher after big drops. Higher upside in tech rallies with risk controls—accept higher drawdown risk in crises.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.381.320.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
627.07%14.97%2.19%5.01%0.92
Word is Bond + Pure Black Swan Catcher WM 74
139,628.6%66.42%12.3%39.12%1.57
Initial Investment
$10,000.00
Final Value
$13,972,859.86
Regulatory Fees
$26,543.83
Total Slippage
$174,017.84
Invest in this strategy
OOS Start Date
May 24, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, momentum/rsi, trend filter, leveraged tech, volatility hedge, bonds vs qqq, risk-on/risk-off, crash protection
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
Stocks
SPY
SPDR S&P 500 ETF Trust
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 toBIL, SOXL, SVXY, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.88%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.01%. 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.