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Symphonies
$ v1.1 master combo one of everything combined no k-1 edition | okhi2u | 10/14/22 | (129.8%/23.8% DD)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, no‑K‑1, regime‑switching strategy that toggles between leveraged growth (TQQQ/UPRO/SOXL), safety (BIL/SHY/GLD/UUP/XLP), and hedges (SQQQ/TMV) using stock trend, volatility spikes, and interest‑rate signals to seek high returns with controlled drawdowns.
NutHow it works
It’s a rulebook that shifts between three modes using simple signals. - If fear spikes (UVXY high), park in cash‑like T‑bills (BIL). - If stocks (SPY=S&P 500) trend up, buy growth: TQQQ/UPRO and semis (SOXL), buying dips when they look washed out. - If stocks chop/fall, rotate to safety (SHY/BSV/GLD/UUP/XLP) or hedges (SQQQ/QID/TMV). It also watches rates (TLT=long Treasuries): when bonds rise, pair stocks with TMF; when bonds fall, favor USD/shorts. Ticker map: SPY, QQQ/Nasdaq; TLT=long bonds; UVXY=volatility.
CheckmarkValue prop
Out-of-sample, this strategy targets higher upside than the S&P 500: ~28.7% annualized vs ~21.7%, with Calmar ~1.02. It leverages trends and pivots to hedges in risk-off, delivering stronger growth with disciplined risk.

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Invest in this strategy
OOS Start Date
Oct 30, 2022
Trading Setting
Threshold 9%
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend following, momentum, volatility management, regime switching, hedged, macro and sector rotation
Tickers in this symphonyThis symphony trades 37 assets in total
Ticker
Type
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
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
IEI
iShares 3-7 Year Treasury Bond ETF
Stocks
LABU
Direxion Daily S&P Biotech Bull 3X ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QLD
ProShares Ultra QQQ
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 toSOXX, QQQ, SHY, ERXandQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 25.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 28.14%. 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.