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Symphonies
7. Pop Bot W/ 1x 60/40 (INVEST) | TLT VS SHY EDITION
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, equal‑weighted trio (S&P, Nasdaq, Semis) that buys 3x ETFs on dips, hedges with UVXY when overheated, and otherwise holds a simple 60/40 or cash. The bond sleeve flips TLT↔SHY using recent bond vs T‑bill momentum.
NutHow it works
Equal‑weights three mini‑bots (S&P, Nasdaq, Semis). Each day, a 10‑day RSI heat meter on the 3x ETF drives state: RSI>80 → UVXY (vol hedge); RSI<30 → buy 3x; else: if 10‑day return of SPY/QQQ/SMH>0 → 60% SPY/QQQ/SMH + 40% bonds (TLT if BND≥BIL over 40d, else SHY); if not → BIL. Rebalances daily. Tickers: SPY=US stocks, QQQ=big tech, SMH=semis, TLT/SHY=long/short Treasuries, BIL=T‑bills, UVXY=vol; RSI=0–100 heat meter.
CheckmarkValue prop
Out-of-sample edge: ~40.8% annualized return vs the S&P 500’s ~21.1%, Calmar ~1.55 for strong risk-adjusted upside. Sharpe ~1.29 near SPY’s ~1.32. Drawdowns higher (~26% vs ~19%), but active risk controls offer magnified growth potential.

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Invest in this strategy
OOS Start Date
Nov 19, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical, momentum and mean‑reversion, leveraged etfs, volatility hedge, 60/40, risk‑on/risk‑off, daily rebalance
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SMH
VanEck Semiconductor ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toSMH, QQQ, SHYandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.60%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 26.39%. 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, and options.