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Symphonies
80/20 -> 100/0 Markov Chain Equities x Markov Volatility x Sector Rotator 218% RR, 23.6% Max DD, 43.5% SD 2019 BT)
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based 80/20 mix: rides Nasdaq strength (QQQ/TQQQ), rotates into the best or oversold sectors, and hedges with PSQ/TLT. A 20% sleeve trades volatility (SVXY/VIXY/BIL). Uses trend, overbought/oversold, and volatility signals; active and risky.
NutHow it works
80% stocks, 20% volatility. Stocks: if price is above its trend line, lean into QQQ/TQQQ and rotate into the strongest or most on‑sale sectors; if the trend weakens, hedge with PSQ/TLT. RSI=hot/cold (high=overheated, low=sold‑off). MAs=trend lines. Std dev=choppiness. Max drawdown=drop from a recent high. Volatility: calm→SVXY; spikes→BIL or brief VIXY.
CheckmarkValue prop
Out-of-sample annualized return ~56.7% with Calmar ~2.07 and Sharpe ~1.28—stronger risk-adjusted upside than the S&P 500. A rules-based blend of Nasdaq leadership, sector rotation, and volatility hedges targets higher returns with disciplined risk.

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Invest in this strategy
OOS Start Date
Sep 29, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime switching, sector rotation, volatility trading, leveraged etfs, tactical allocation, trend-following, mean reversion
Tickers in this symphonyThis symphony trades 34 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
DUSL
Direxion Daily Industrials Bull 3X Shares
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
LTL
ProShares Ultra Communication Services
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
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, SVXY, ERXandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 58.22%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 27.42%. 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.