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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, rules-based plan: ride uptrends with 3× equity funds, hide in T‑Bills/bonds when weak, buy only sharp dips, and use VIX funds as crash insurance. Uses a 200‑day average, RSI, and Treasury trends to switch gears.
NutHow it works
Each day it checks trend and fear. If the Nasdaq-100 is above its 200‑day average, it rides the uptrend with a 3× tech fund; if things get too “hot,” it briefly holds a VIX fund as crash insurance. If the trend is weak, it mostly parks in T‑Bills/bonds, may buy sharp dips in 3× funds, and runs a Treasury trend trade (long or short). A “black swan” sleeve adds VIX exposure when fear jumps.
CheckmarkValue prop
Out-of-sample edge: ~78% annualized return vs ~21% for the S&P, Sharpe ~1.35, Calmar ~1.73. Uses trend-following and crash hedges to capture big upside while managing risk, though drawdowns can exceed the S&P's.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.621.660.280.53
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
664.01%15.16%-2.23%-2.01%0.92
200d MA 3x Leverage | with fund surfing and Black swan catcher 10/04/11
4,585,430.2%110.67%-11.86%-19.34%1.67
Initial Investment
$10,000.00
Final Value
$458,553,020.21
Regulatory Fees
$715,696.58
Total Slippage
$5,127,284.15
Invest in this strategy
OOS Start Date
Nov 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend following, leveraged etfs, volatility hedging, market timing, risk-on/risk-off
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 toTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 62.61%. 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.