Skip to Content
Symphonies
V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches modes by market stress. In bears, mostly T‑bills, only buying 3× S&P/Nasdaq after big weekly drops (and avoiding chase after big 1‑day rebounds). In bulls, a higher‑growth mix of 3× stocks plus 3× long Treasuries, with a safety switch to T‑bills.
NutHow it works
Step 1: Decide regime. If the S&P 500 (SPY) has had a >10% worst drop from a recent high in the past year, it’s “bear”; otherwise “bull”. Bear: Sit in T‑bills (BIL) unless there’s a 1‑week drop ≥5% in QQQ (Nasdaq‑100) or SPY; then buy the 3× fund (TQQQ/UPRO) unless it already bounced >5% in 1 day — then stay in BIL. Bull: If SPY is calm/up‑trending, go risk‑on: ~55% in UPRO/TQQQ (tilted to the calmer one) + 45% in 3× long Treasuries (TMF). Else hold BIL.
CheckmarkValue prop
Regime-switching strategy: stays in cash in downturns, buys 3x ETFs after dips, and blends leveraged equities with long Treasuries in growth. Out-of-sample Sharpe ~0.43 and Calmar ~0.27, delivering meaningful risk-adjusted diversification vs the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.20.850.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
662.56%13.51%-1.73%-4.49%0.82
V2 | Bear BUYDIPS, Bull HFEAR | Michael B | No K-1
8,962.68%32.46%10.24%17.65%1.12
Initial Investment
$10,000.00
Final Value
$906,268.35
Regulatory Fees
$1,431.59
Total Slippage
$7,677.05
Invest in this strategy
OOS Start Date
Mar 31, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Regime switching, dip-buying, leveraged etfs, tactical allocation, trend filter, inverse-vol weighting, equities and treasuries, no k-1
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
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 toTMF, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 14.82%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.51%. 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.