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Symphonies
ALL NUMBERS | HDDScan mod
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rule-driven ensemble that buys leveraged tech in uptrends and on dips, and shifts to cash, Treasuries, volatility funds, or short Nasdaq in selloffs using RSI, moving averages, returns, and drawdowns to time entries and exits.
NutHow it works
It runs many small rule-sets. First it checks trend: is the S&P 500 above its 200‑day average? RSI is a 0–100 “speed of move” score (low=oversold, high=overbought). In uptrends it buys tech on dips (TQQQ/QLD) and may fade hot runs with volatility funds (UVXY/VIXY). In downtrends it holds cash‑like T‑bills (BIL/SHY/BSV), Treasuries (IEF/TLT), or shorts Nasdaq (SQQQ/PSQ). KMLM (managed‑futures) is an extra trend filter.
CheckmarkValue prop
Out-of-sample: ~26% annualized return vs SPY ~16%, Calmar ~0.77—strong risk-adjusted upside. A rule-based tech-rotation ensemble leverages uptrends, buys dips, and hedges with cash/treasuries to capture larger gains while managing drawdowns vs the S&P 500.

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Invest in this strategy
OOS Start Date
Jan 20, 2025
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical rotation, trend following, mean reversion, leveraged/inverse etfs, volatility hedging
Tickers in this symphonyThis symphony trades 41 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
BND
Vanguard Total Bond Market
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CORP
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares 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.

"ALL NUMBERS | HDDScan mod" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"ALL NUMBERS | HDDScan mod" is currently allocated toTQQQ, QLD, QID, TMV, SQQQandPSQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "ALL NUMBERS | HDDScan mod" has returned 33.68%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "ALL NUMBERS | HDDScan mod" is 33.94%. 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 "ALL NUMBERS | HDDScan mod", 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.