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(A) 20%/3% MDD
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules buy 3x tech/Nasdaq on sharp dips, hedge or short when overbought, and sit in T‑bills when unclear; plus small gold/treasury trend modules. Uses RSI, recent returns, and volatility to pick positions. High risk, tech‑heavy.
NutHow it works
Each day it checks if big‑cap tech indexes are very weak or too hot using a 0–100 “recent move” gauge (RSI). Deep dips: buy 3x tech/Nasdaq (e.g., TQQQ, TECL, SOXL, FNGG/BULZ). Too hot: use inverse/volatility hedges (SQQQ/TECS/SOXS, UVXY) or cash (BIL). Small add‑ons trend‑follow gold (GLD) and long Treasuries (TMF/TLT). Very risky.
CheckmarkValue prop
Out-of-sample, this strategy beats the S&P on risk: Sharpe 4.25 vs 2.32, max drawdown 1.7% vs 5.1%, Calmar 10.25, and ~17.8% annualized returns. Better capital protection with strong risk-adjusted upside versus the market.

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Invest in this strategy
OOS Start Date
May 15, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical rotation, mean reversion, volatility hedging, dip buying, trend following, inverse etfs, gold momentum, treasuries
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 ETF
Stocks
EDC
Direxion Daily MSCI Emerging Markets Bull 3X ETF
Stocks
EFO
ProShares Ultra MSCI EAFE
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
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, TYD, TIP, IEF, XLV, USDU, TMF, VTIP, DRN, SVXY, UUP, DBC, HYG, SHY, LQD, SPY, BTAL, TQQQ, EDC, IEI, XLU, GLD, TLT, TNA, TMV, SCHD, BIL, SQQQ, XLP, EFOandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "(A) 20%/3% MDD " has returned 16.26%. 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.