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Symphonies
(2022-12-13) V3.0.4b | ☢️ Beta Baller + TCCC 💊 - with Belcampo69 2012 DD reduction
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-based swing strategy in leveraged ETFs. It buys tech/semis on sharp dips, sells overheated markets with volatility (UVXY), and uses bond/commodity cues to switch between bulls, bears, and macro hedges to pursue upside while capping drawdowns.
NutHow it works
This flips between offense and defense using simple signals. - Short term: If the S&P 500 looks very “hot” (RSI: a 0–100 stretch gauge), it buys volatility (UVXY/VIXY). If very “cold,” it buys beaten‑down tech/semis (SOXL/TECL) unless bonds say risk‑off. - Rates: Treasuries (TLT; BIL vs IEF) flag rising rates (favor TMV/shorts) vs falling (favor TMF/growth). - Trend: In uptrends pick strong bulls (TQQQ, SOXL, UPRO/SPXL). In downtrends use bears (SQQQ, SOXS, SPXS) or macro plays (UUP dollar, UCO oil, EWZ Brazil). - Big Nasdaq spikes/drops (TQQQ) add UVXY hedges or dip‑buys. Note: 2x/3x ETFs are high‑risk.
CheckmarkValue prop
Out-of-sample annualized return ~47% vs SPY ~21%, with positive alpha and Calmar ~0.96. Higher volatility and max drawdown (~49%), but levered tech/semis focus aims for far stronger upside capture than the S&P.

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Invest in this strategy
OOS Start Date
Dec 13, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical, leveraged etfs, volatility hedging, momentum, mean reversion, macro regime, risk-on/risk-off, trend following
Tickers in this symphonyThis symphony trades 39 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
EUO
ProShares UltraShort Euro
Stocks
EWT
iShares MSCI Taiwan ETF
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.03%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 49.08%. 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.