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Symphonies
14D RSI SPY QQQ BITO leveraged short and long
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A trend/momentum mix that flips between long, leveraged, and inverse S&P 500/Nasdaq funds, plus bonds and a small Bitcoin slice. It adds a bounce trade after sharp Nasdaq drops. Uses 5/20‑day averages and RSI. High risk due to leverage, inverse ETFs, and Bitcoin.
NutHow it works
It splits your money across several “sleeves.” It checks trend (5‑day vs 20‑day average) and a momentum score called RSI (0–100; higher = more recent up days). • S&P 500 sleeve: SPY; if trend up and RSI>25, use 3x SPY (UPRO); if the medium trend is down, use the inverse SH; else SPY. • Nasdaq 100 sleeve: QQQ; same idea with TQQQ (3x long) and PSQ (inverse). • Bonds by trend: TLT (long-term) or IEF (intermediate). • Always a small slice of Bitcoin (BITO) and 2x Nasdaq (QLD). • After a >5% 5‑day Nasdaq drop, it buys TQQQ for a bounce; if a big 1‑day pop (>5%) just happened, it parks in short‑term Treasuries (BSV). High risk.
CheckmarkValue prop
Out-of-sample edge: ~64% annualized return vs ~23% for SPY; Sharpe ~1.33; Calmar ~2.46. A diversified trend/momentum strategy with leverage and crash/bounce plays targets far higher upside and better risk-adjusted gains than the S&P 500.

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Invest in this strategy
OOS Start Date
Jan 7, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical trend-following, momentum, leveraged etfs, inverse etfs, crypto, treasuries
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 toTLT. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 63.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.06%. 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.