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Symphonies
3x LETF risk/ballast mom, double risk
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A trend‑following mix of leveraged “risk” ETFs and diversifying “ballast.” It picks recent winners across 4 lookbacks, favors steadier positions, and intentionally overweights risk assets to chase upside while trying to soften drawdowns.
NutHow it works
It runs two buckets: “risk” funds that move a lot (e.g., TQQQ 3x Nasdaq, SOXL 3x chips, GBTC) and “ballast” that can offset drops (e.g., TMF 3x Treasuries, DBC commodities, YCS short yen; possibly KMLM managed futures). It ranks them over 4 past periods (1y, ~10m, 4m, 1m), buys the top 7 risk and top 2 ballast from each, averages those lists, then gives more weight to steadier picks to smooth dips. The risk bucket is counted multiple times, so the final mix leans risk‑on in uptrends.
CheckmarkValue prop
Offers a momentum-driven, risk-on/risk-off mix that complements the S&P 500. Out-of-sample: 12.8% annualized return, Sharpe ~0.60, Calmar ~0.36 across 706 days. Adds diversification and potential upside in trends, with ballast hedges to temper downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.071.150.60.78
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
302.71%15.29%1.36%13.5%0.88
3x LETF risk/ballast mom, double risk
731.81%24.16%6.33%33.22%0.95
Initial Investment
$10,000.00
Final Value
$83,181.13
Regulatory Fees
$39.48
Total Slippage
$275.52
Invest in this strategy
OOS Start Date
Jul 14, 2024
Trading Setting
Threshold 20%
Type
Stocks
Category
Leveraged etfs, momentum, trend-following, volatility weighting, tactical allocation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BIB
ProShares Ultra NASDAQ Biotechnology
Stocks
CURE
Direxion Daily Healthcare Bull 3X ETF
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
EURL
Direxion Daily FTSE Europe Bull 3x ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
GBTC
Grayscale Bitcoin Trust ETF
Stocks
NAIL
Direxion Daily Homebuilders & Supplies Bull 3X 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.

"3x LETF risk/ballast mom, double risk" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"3x LETF risk/ballast mom, double risk" is currently allocated toSOXL, YCS, UMDD, CURE, DRN, DBC, ERX, TQQQ, EDC, URTY, FAS, UDOW, TYOandBIB. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "3x LETF risk/ballast mom, double risk" has returned 12.77%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "3x LETF risk/ballast mom, double risk" is 35.31%. 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 "3x LETF risk/ballast mom, double risk", 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.