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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
Out-of-sample, the strategy aims higher growth (26.4% vs SPY’s 23.4%) via rule-based regime switching that rides tech rebounds and hedges spikes with volatility/inverse tools. Expect bigger drawdowns in stress, but higher long-run upside.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
1.720.990.070.26
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
433.02%14.1%0.54%-0.34%0.86
[Work] [Baller] Long Backtest Switchboard - 602% AR 28.9% DD 4/20/2013
142,471,352,879.04%426.94%6.96%-4.13%2.86
Initial Investment
$10,000.00
Final Value
$14,247,135,297,904.37
Regulatory Fees
$11,748,158,113.34
Total Slippage
$15,886,152,685.38
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 65 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
Stocks
DIG
ProShares Ultra Energy
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, SOXL, TMF, SVXY, UUP, TECL, TQQQandUDOW. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 21.46%. 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, and options.