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Symphonies
[230610] A Collection of Really Worse Bad Ideas (shared)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A short‑term, rules-based strategy that flips between leveraged tech/market funds and volatility ETFs. It uses a turbo Nasdaq fund as a crash/bounce gauge to switch among bullish, bearish, and short‑volatility stances. Very high risk.
NutHow it works
It’s three rule-driven sleeves (40%/40%/20%) that watch a turbo Nasdaq gauge (TQQQ). If TQQQ fell >11% in 6 days = sell-off mode: - If a huge 1-day bounce (>5.5%): turn bearish (use inverse index funds, add long “fear”). - Else: lean bullish and/or bet fear falls (short-vol funds). Otherwise hold a blend of tech indexes (SPY/QQQ/XLK/SMH), plus short-vol (SVXY/SVIX) with some VIX hedges (VIXY/VIXM). Bull 3x: TQQQ/SOXL/TECL/UPRO. Bear 3x: SPXS/SQQQ/SOXS/TECS. Vol: SVXY/SVIX (down fear), VIXY/VIXM (up fear).
CheckmarkValue prop
Out-of-sample: ~17.5% annualized return with ~0.78 Sharpe and ~0.69 Calmar over ~2.5 years. Potentially stronger risk-adjusted upside vs. the S&P via adaptive tech/vol tilts; max drawdown ~25%.

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Invest in this strategy
OOS Start Date
Jun 14, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Leveraged etfs, volatility trading, tactical market timing, tech-heavy, long/short, contrarian, high risk
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 toSMH, SVIX, QQQ, SVXY, SPY, SPXS, XLKandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 17.53%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 25.39%. 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.