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Symphonies
2x Leveraged | Dereck's Secular Market Framework
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-based trend strategy: leverage stocks in uptrends, cut risk when things look hot, and defend in downtrends with bonds, defensive stocks, or short tech. Uses moving averages for trend and RSI to spot overbought/oversold conditions.
NutHow it works
Big picture: call a long‑term uptrend when the S&P 500’s 200‑day average sits above its 1000‑day; else long‑term downtrend. Then use 50‑ vs 200‑day to judge near‑term bull/bear. A “heat score” (RSI: 0–100 of recent gains vs losses; >60 hot, <30 washed‑out) fine‑tunes entries. In uptrends it rides stocks with 2x funds (SSO; ROM for tech) unless hot—then mixes SPY with Treasuries (TLT). In downtrends it mostly holds bonds (BND/BSV), staples (XLP), or shorts tech (QID).
CheckmarkValue prop
Disciplined, trend-based strategy that outperforms the S&P 500 in out-of-sample runs: about 35% annualized vs 22%, with Calmar ~1.44. It leverages in uptrends and defends with bonds/defensives, delivering stronger long-term growth with controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.870.360.6
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
567.49%10.58%0.54%-0.34%0.61
2x Leveraged | Dereck's Secular Market Framework
20,356.54%32.56%0.62%-2.23%1.12
Initial Investment
$10,000.00
Final Value
$2,045,653.79
Regulatory Fees
$4,897.47
Total Slippage
$30,323.58
Invest in this strategy
OOS Start Date
Jan 25, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following,tactical asset allocation,leveraged etfs,momentum,risk-on/risk-off,stocks,bonds,inverse etfs
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QID
ProShares UltraShort QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
ROM
ProShares Ultra Technology
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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 toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 32.30%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 24.51%. 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.