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Symphonies
[Work] [Baller] Long Backtest Switchboard - 602% AR 28.9% DD 4/20/2013
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rule‑based switchboard that rides quick rebounds in 3x tech/semis, hedges overbought markets with inverse/volatility ETFs, and uses Treasury signals to decide risk‑on vs risk‑off. High risk, fast‑moving, tax‑complicated (K‑1s possible).
NutHow it works
Each day it picks the “playbook” that worked best recently. Then it checks backdrop: stocks trending up/down, interest rates rising/falling (via Treasury ETFs), and market stress. Rules buy fast movers (3x tech/semis) on dips and switch to hedges (inverse/UVXY) when stocks look “too hot.” Signals used: RSI (a speedometer of recent moves), short‑term momentum, and bond cues.
CheckmarkValue prop
Dynamic, rule-based switchboard capturing fast tech/semis rebounds with volatility hedges and bond signals. OOS return ~25.8% vs SPY ~24.0%, but with larger drawdowns and lower risk-adjusted metrics—suitable for experienced, tax-aware traders.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.760.970.060.25
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
433.85%14.41%1.36%5.73%0.87
[Work] [Baller] Long Backtest Switchboard - 602% AR 28.9% DD 4/20/2013
147,363,541,782.94%445.73%-1.59%31.96%2.9
Initial Investment
$10,000.00
Final Value
$14,736,354,188,293.59
Regulatory Fees
$10,858,777,099.09
Total Slippage
$14,683,292,540.94
Invest in this strategy
OOS Start Date
Dec 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility hedging, mean reversion, trend following, regime switching, daily rebalance, risk-on/risk-off
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 toSOXL, TMF, TECL, BTAL, TQQQandFAS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.79%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 61.07%. 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.