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

About

A daily, rules-driven mix of S&P 500, big tech, and chip stocks: buy 3x funds on dips, flip to volatility when overheated, otherwise run a 60/40 stock–bond sleeve with Treasuries (TLT vs SHY) chosen by a simple bond-vs‑T‑bill trend check; sit in T‑bills if weak.
NutHow it works
Each day, the portfolio splits 1/3 into three sleeves: S&P 500 (SPXL=3x S&P), Nasdaq 100 (TQQQ=3x big tech), and Semiconductors (SOXL=3x chips). If a sleeve’s 3x fund is very hot (RSI>80, a short‑term “heat” gauge), switch to UVXY (volatility). If very cold (RSI<30), buy the 3x fund. Otherwise: if the 1x fund (SPY/QQQ/SMH) rose over 10 days, hold 60% that + 40% bonds: TLT (long Treasuries) if bonds beat T‑bills (BND≥BIL), else SHY (short Treasuries). If it fell, hold BIL (T‑bills).
CheckmarkValue prop
Out-of-sample annualized return ~40.8% vs SPY ~21.1%; Calmar ~1.55 and Sharpe ~1.29 signal superior risk-adjusted upside. A diversified, rules-based 3x-sleeve strategy with a volatility hedge aims to outperform, despite higher drawdowns (~26%).

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Invest in this strategy
OOS Start Date
Nov 19, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical momentum + mean-reversion, leveraged etfs, volatility hedge, 60/40 sleeve, trend filter, 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 Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 toQQQ, TLTandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 38.91%. 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.