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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 trend-following using 3x levered ETFs (SPXL, TQQQ, SOXL) across SPY/QQQ/SMH, with a cash hedge (BIL) and volatility hedges (VIXY/UVXY). Uses 10-day RSI and 200-day MA to buy/hedge/sit in cash; includes a secondary 'fund surfing' screen of core ETFs to pick the best exposures. High risk, high potential reward.
NutHow it works
- The strategy blends three 3x levered bets (SPXL, TQQQ, SOXL/TECL) across top themes (SPY, QQQ, SMH) and a cash/hedge sleeve (BIL, VIXY/UVXY). - Daily, it checks momentum and trend signals to decide: go long on levered bets, switch to hedges, or sit in cash. - Momentum is measured with a 10-day RSI; if momentum looks extreme, hedges or cash are favored; if momentum supports, the levered bet is allocated. - A 200-day moving average filter guards against taking levered bets in a downtrend. - A secondary screen (fund surfing) scans core ETFs to pick optimal exposures, adding a layer of diversification and protection. - The Black Swan catcher (BIL) provides priority cash-like protection during stressed periods; VIX-related ETFs add short-term volatility hedges when fear spikes. - Rebalancing is daily to adapt to the latest signals and regime shifts.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.35 vs SPY ~1.33, Calmar ~1.73, and strong upside. 3x levered trend-following bets with cash and volatility hedges aim to outperform the S&P 500 with disciplined risk controls.

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Invest in this strategy
OOS Start Date
Nov 21, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum-based, risk hedging, multi-asset, daily rebalance
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 toSSO, TMVandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.59%. 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.