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Symphonies
Agressive Battleship III / Heavily Modded by WM 74 BT to Nov 2018
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

An aggressive, daily‑traded strategy that flips among 3x stock funds (UPRO/TQQQ), commodities, cash/bonds, and crash hedges (SPXU/UVXY). It uses simple ideas—trend, momentum, and a “fear meter”—to chase strong uptrends and step aside or short in stress. Very risky.
NutHow it works
It splits your money into three sleeves and makes daily yes/no calls. 1) Fear meter: If a volatility ETF (VIXM) looks “hot” (its RSI is high), it shorts the S&P 500 (SPXU) as a crash hedge. 2) If stocks trend up and beat defensive sectors, it buys 3x stock funds (UPRO/TQQQ). If not, it parks in T‑bills/bonds or, when a broad commodity fund (DBC) trends up, rotates into top commodities. 3) Short‑term drop/spike rules add brief cash/UVXY hedges.
CheckmarkValue prop
Out-of-sample, this strategy targets ~47.1% annualized return with ~11% max drawdown and Sharpe ~1.76 (Calmar ~4.27), beating the S&P 500’s ~21.6% return with ~18.8% drawdown and Sharpe ~1.20. Lower beta (~0.74) for steadier upside.

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Invest in this strategy
OOS Start Date
Sep 6, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, trend following, momentum, risk-on/risk-off, leveraged etfs, commodities rotation, volatility hedging, daily rebalance
Tickers in this symphonyThis symphony trades 115 assets in total
Ticker
Type
AGQ
ProShares Ultra Silver
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BRZU
Direxion Daily MSCI Brazil Bull 2X ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
CANE
Teucrium Sugar Fund
Stocks
CHAU
Direxion Daily CSI 300 China A Share Bull 2X ETF
Stocks
COM
Direxion Auspice Broad Commodity Strategy ETF
Stocks
COMT
iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toQQQ, TQQQ, UVXYandVEA. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.46%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 11.03%. 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.