Skip to Content
Trade options on Composer. Earn up to $200 in cash rebates!Get Started.T&Cs apply.
Symphonies
(B) 3x Beefier V4.1.1xxx | A Better "LETF minimum drawdown" | DJKeyhole 🧙‍♂️ | No UGE UUP QLD DBC (60/20%MDD) 2021
Today’s Change
—

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

About

A daily, risk-on/risk-off rotation that tries to beat the S&P 500 with smaller deep losses by buying short-term dips in 3x stock ETFs when conditions are healthy, and switching to Treasuries, dollar, gold, or inverse/volatility hedges when markets look shaky.
NutHow it works
Each day the strategy asks: Are stocks healthy? Are interest rates rising or falling (using a long‑Treasury fund as the gauge)? Did key markets get short‑term “stretched” in the last 5–7 days? • If conditions look good, it buys one 3x stock fund (tech/Nasdaq/semis/S&P) that dipped the most, aiming for a quick rebound. • If risk rises, it flips to safer choices: long/short Treasuries, cash‑like bonds, dollar, gold, or market shorts/volatility.
CheckmarkValue prop
Out-of-sample, the strategy targets about 62% annualized vs 22% for the S&P, with Sharpe ~1.13 and Calmar ~1.79. It combines leveraged equity bets with defensive hedges to chase returns while managing risk; note drawdowns can spike in stress.

Loading backtest data...

Invest in this strategy
OOS Start Date
Feb 27, 2025
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, risk-on/risk-off, mean reversion, trend following, volatility hedge, sector rotation, rates/treasuries
Tickers in this symphonyThis symphony trades 47 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
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
CURE
Direxion Daily Healthcare Bull 3X Shares
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DIG
ProShares Ultra Energy
Stocks
EEM
iShares MSCI Emerging Markets ETF
Stocks
EFA
iShares MSCI EAFE ETF
Stocks
EPI
WisdomTree India Earnings Fund 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 toSOXSandSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 61.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 34.56%. 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, crypto, and options.