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Symphonies
200d MA 3x Leverage | with fund surfing and Black swan catcher 10/04/11
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, risk-on/risk-off strategy using a 200-day trend and short-term “hot/cold” signals. Buys 3x S&P/Nasdaq/semis on dips, times Treasuries, hedges with VIX, and parks in T-Bills when choppy—aiming to catch crashes and rebounds.
NutHow it works
Each day it checks fear using a VIX fund’s hot/cold score (RSI, 0–100). If fear is extreme: run “pop bots”—buy 3x S&P/Nasdaq/semis on dips, hedge with VIX when too hot, else sit in T-Bills. If fear is normal: if 3x Nasdaq (TQQQ) is above its 200-day trend, hold it unless too hot (then hedge). If below trend, buy tech on deep dips, or—when calm—rotate into the coldest fund and time long bonds; when choppy, park in T-Bills. A small sleeve flips between short bonds and inverse Nasdaq.
CheckmarkValue prop
Out-of-sample edge: a risk-on/risk-off system with 3x levered signals and volatility hedges. OOS annualized return ~78% vs S&P ~21%; Sharpe ~1.35 vs 1.33; Calmar ~1.73. Note higher drawdowns (~45% vs 19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.631.650.280.52
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
716.72%15.58%6.16%5.09%0.95
200d MA 3x Leverage | with fund surfing and Black swan catcher 10/04/11
6,171,520.77%113.94%33.17%12.86%1.69
Initial Investment
$10,000.00
Final Value
$617,162,077.07
Regulatory Fees
$854,367.54
Total Slippage
$6,123,758.15
Invest in this strategy
OOS Start Date
Nov 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend following, tactical allocation, leveraged etfs, volatility hedge, momentum, risk-on/risk-off, market timing, bonds timing
Tickers in this symphonyThis symphony trades 18 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
SSO
ProShares Ultra S&P500
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 toUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 72.21%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 45.15%. 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.