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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-based trend-and-bounce approach: 3x stock funds in uptrends, bonds/staples in downtrends, with oversold tech rebounds or an inverse Nasdaq hedge when weakness deepens. Uses moving averages and RSI on SPY/QQQ.
NutHow it works
First it checks the long-term trend: is the S&P 500’s 200‑day average above its 1000‑day average? If yes, it rides stocks (often 3x S&P via UPRO), but if the S&P looks “hot” (RSI>60) it mixes in 3x long Treasuries (TMF). Sharp tech selloffs (QQQ RSI<30) trigger short bounce trades (TECL). If trend is down, it favors bonds or staples, and if tech breaks lower it may use TLT or a 3x inverse Nasdaq hedge (SQQQ). RSI is a 0–100 speed gauge; MAs smooth price.
CheckmarkValue prop
Out-of-sample annualized return ~42.95% vs S&P 500 ~21.87%; a rules-based, 3x leveraged trend strategy with hedges. Higher upside but larger drawdowns (~36% vs ~19%); Calmar ~1.18.

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Invest in this strategy
OOS Start Date
Jan 25, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Trend-following, regime switching, leveraged etfs, momentum/mean reversion, us equities, treasuries, defensive rotation, inverse hedge
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
State Street 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 38.61%. 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, and options.