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Symphonies
(A) 10% YOLO (20.8/4% MDD) Since 2018
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 10% tactical sleeve that hedges aggressively during risk-off and selectively uses leveraged longs on confirmed momentum, aiming to stay positive in downturns while capturing upside.
NutHow it works
A small 10% sleeve uses a layered, rules-based decision tree to pick assets based on momentum and price trends. If overall market momentum is extreme, it moves into hedges like VXX or inverse ETFs. If momentum across many assets looks constructive, it may allocate to leveraged long bets (e.g., UPRO, TQQQ, SOXL, TECL). It also uses price vs. moving-average checks to gauge trend. The rest of the portfolio stays in cash-like positions to limit risk. Rebalancing happens very slowly (no regular rebalance; changes only when a meaningful shift in signals is detected). The goal is positive performance in up markets and protection in down/sideways markets.
CheckmarkValue prop
A disciplined 10% tactical sleeve that hedges risk-off and captures upside via momentum. Out-of-sample Sharpe ~1.96 vs S&P ~1.10; max drawdown ~4.8% vs ~18.8%. Strong risk-adjusted upside with far less downside than the S&P 500.

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Invest in this strategy
OOS Start Date
May 15, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Hedged equity, momentum-based, tactical allocation, leveraged etfs, risk-controlled cash
Tickers in this symphonyThis symphony trades 19 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SH
ProShares Short S&P500
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXX
iShares Semiconductor ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short 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.

"(A) 10% YOLO (20.8/4% MDD) Since 2018" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"(A) 10% YOLO (20.8/4% MDD) Since 2018" is currently allocated toBILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(A) 10% YOLO (20.8/4% MDD) Since 2018" has returned 13.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "(A) 10% YOLO (20.8/4% MDD) Since 2018" is 4.80%. 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 "(A) 10% YOLO (20.8/4% MDD) Since 2018", 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.