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(A) 20%/3% MDD
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based swing strategy that flips between cash, leveraged tech, and inverse/volatility hedges using simple overbought/oversold gauges. It aims to buy sharp dips, hedge when markets run hot, and keep pullbacks small.
NutHow it works
Each day it checks quick “heat gauges” on tech‑heavy funds. - Washed‑out (low gauge): buy 1 high‑octane tech/FANG fund most likely to bounce. - Overheated (very high gauge): switch to inverse funds or volatility (UVXY). - Otherwise: sit in T‑Bills (BIL), or use simple gold/treasury trends. Goal: many small wins, tight pullbacks.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk: oos Sharpe 4.25 vs 2.32, Calmar 10.25, max drawdown 1.73% vs 5.07%. It offers smoother upside via dip-buying and hedges, with lower beta and resilience in tech markets.

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Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, mean reversion, trend/overbought-oversold, volatility hedging, inverse/short, tactical allocation, daily rebalance
Tickers in this symphonyThis symphony trades 64 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
BULZ
MicroSectors FANG & Innovation 3x Leveraged ETN
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DRN
Direxion Daily Real Estate Bull 3X Shares
Stocks
EDC
Direxion Daily Emerging Markets Bull 3X Shares, Shares of beneficial interest, no par value
Stocks
EFO
ProShares Ultra MSCI EAFE
Stocks
FAS
Direxion Daily Financial Bull 3x 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.

"(A) 20%/3% MDD " is currently performing the same as yesterday today. Performance updates in real time during market hours.

"(A) 20%/3% MDD " is currently allocated toUPRO, TIP, VGLT, IEF, XLV, SOXL, TMF, VTIP, DRN, UUP, DBC, HYG, SHY, LQD, TECL, BTAL, TQQQ, EDC, QLD, FAS, IEI, XLU, GLD, VGIT, TNA, SCHD, BIL, XLPandEFO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(A) 20%/3% MDD " has returned 17.01%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "(A) 20%/3% MDD " is 1.73%. 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) 20%/3% MDD ", 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.