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Symphonies
3x 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

Rules read long- and short-term S&P 500 trends and a hot/cold gauge to ride bulls with 3× S&P (UPRO), buy washed-out tech (TECL) on dips, and shift to Treasuries/bonds/defensive or 3× short tech (SQQQ) in bears.
NutHow it works
It reads S&P 500 trends (50/200/1000‑day moving averages) and a hot/cold gauge (RSI: <30 oversold, >60 hot) to switch ETFs. - Bull + uptrend: UPRO (3× S&P). If hot: ~55% SPY (S&P 500) + 45% TMF (3× Treasuries). - Dips: TECL (3× tech) only when QQQ is oversold; else BSV (short bonds). - Bear: brief uptrends use UPRO; else SPY/BND, BND, XLP (staples), or pick TLT vs SQQQ (3× short QQQ) when tech slides. Trades on signal flips; ~5% drift band.
CheckmarkValue prop
Out-of-sample annualized return ~42.7% vs SPX ~21.8%, via regime-switching and 3x levered exposure with hedges. Higher upside in bulls, but larger drawdowns (~36.5%). Calmar ~1.17, Sharpe ~1.04—bold, disciplined risk-taking.

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Invest in this strategy
OOS Start Date
Jan 25, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend following, tactical asset allocation, leveraged etfs, regime switching, multi-asset, risk-on/risk-off
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
UPRO
ProShares UltraPro S&P 500
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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.75%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.45%. 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.