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Symphonies
$ Trinity + OG Pop Bots 2.1 l BrianE l Oct 28th 2011 | okhi2u less BIL mod
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A one-position-at-a-time, momentum-driven strategy across leveraged ETFs, selecting the best asset via RSI/moving-average momentum and recent return ranking, with drawdown controls and a diversified but single-hold stance.
NutHow it works
A one-position-at-a-time momentum engine across a universe of leveraged and inverse ETFs (stocks, bonds, volatility, commodities, gold, currencies). It screens for strong, persistent momentum and trend signals using RSI, price vs moving-average checks, and recent return rankings. If a candidate meets the criteria, it opens a full-weight long (or hedge) position in that asset; if not, it stays in cash. It avoids multiple simultaneous bets and applies drawdown controls to limit risk.
CheckmarkValue prop
Out-of-sample momentum strategy in leveraged ETFs delivers ~40.7% annualized return vs SPY's ~21.3%, Calmar ~1.45; single-position discipline reduces cross-asset risk. Expect higher drawdowns (~28%) but stronger upside capture.

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Invest in this strategy
OOS Start Date
Nov 20, 2022
Trading Setting
Threshold 16%
Type
Stocks
Category
Multi-asset, leveraged momentum, rule-based, single-position, trend-following, cross-asset hedging
Tickers in this symphonyThis symphony trades 24 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
MOAT
VanEck Morningstar Wide Moat ETF
Stocks
PDBC
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
Stocks
PHDG
Invesco S&P 500 Downside Hedged ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x 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 toUSDU, CURE, SVXY, TQQQ, TMV, BIL, SQQQandUTSL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 41.63%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.04%. 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.