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Symphonies
11.10.23 | Risky Business
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive, daily‑rebalanced strategy that rides tech/semiconductor rallies with 3x ETFs, hedges or shorts on overheated spikes, and shifts to cash/defensives in selloffs, using simple trend filters and an RSI “heat gauge” to time entries/exits.
NutHow it works
Daily, it asks: is the market trending up? If yes, it rides the strongest 3x fund (TQQQ=3x Nasdaq‑100, SOXL=3x semis, TECL/UPRO=3x tech/S&P). RSI (a 0–100 “heat gauge”) flags when prices are hot (>~75) or cold (<~30). Hot spikes or big 1‑day pops are hedged/shorted with SQQQ/SOXS or volatility funds (UVXY/VIXY). If trend weakens or sells off, it moves to safety: cash‑like T‑bills (BIL/SHY), gold (GLD), or defensive sectors. Bonds vs. stocks strength also guides risk.
CheckmarkValue prop
Leverage tech/semis rallies with 3x ETFs, smart hedges, and rapid shifts to safety to ride momentum. Out-of-sample: ~44% annualized return vs ~23% for the S&P; Calmar ~1.04; Sharpe ~0.93. Higher upside but larger drawdowns.

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Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Momentum, mean reversion, regime switching, leveraged etfs, volatility hedging, defensive rotation
Tickers in this symphonyThis symphony trades 100 assets in total
Ticker
Type
AAPL
Apple Inc.
Stocks
ADBE
Adobe Inc.
Stocks
ADP
Automatic Data Processing
Stocks
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
AMD
Advanced Micro Devices
Stocks
AMZN
Amazon.Com Inc
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

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.

"11.10.23 | Risky Business" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"11.10.23 | Risky Business" is currently allocated toEDC. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "11.10.23 | Risky Business" has returned 55.04%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "11.10.23 | Risky Business" is 42.58%. 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 "11.10.23 | Risky Business", 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.