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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, volatility-aware switcher. It rides tech uptrends with 3x funds, but moves to cash/treasuries/gold/dollar or flips short when fear or downtrends hit. Uses a simple hot/cold score (RSI) and bond trends. No K-1 ETFs. Very active and high risk.
NutHow it works
Daily rules decide what to hold. - Trend: if the S&P 500 is above its 200-day average, ride growth (3x Nasdaq/semis: TQQQ/SOXL). If not, go defensive or short (SQQQ). - Fear: if UVXY (a VIX-style "fear" fund) spikes, park in T-Bills (BIL/SHY/BSV). - Rates: if long Treasuries (TLT) rise, pair stocks with levered bonds (UPRO+TMF); if they fall, favor USD (UUP/USDU), short bonds (TMV/TBF) or staples/gold (XLP/GLD). RSI (0-100) is a hot/cold meter: buy dips, fade rips. No K-1 funds.
CheckmarkValue prop
Higher long-run growth with risk controls. Out-of-sample (OOS) return ~29% vs S&P 22%, Calmar ~1.04 and Sharpe ~0.93. It rides tech uptrends and hedges pullbacks, aiming for bigger, more durable gains than the S&P while managing downside.

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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, volatility-based, market timing, hedging, tech/semis focus, bonds/rates
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, QQQ, LABU, SHYandQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 29.25%. 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, crypto, and options.