Skip to Content
Symphonies
Baller Basket
Today’s Change
—

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

About

A daily, rules‑based basket that rides semiconductor uptrends (SOXL), flips to short semis or Treasuries in downtrends (SOXS/TMF/TMV/TLT), and occasionally trades volatility pops (UVXY), using long‑term trend, short‑term overbought/oversold, and bond‑market checks.
NutHow it works
Each day it chooses from a menu: SOXL (3x long semis), SOXS (3x short semis), TMF/TMV (3x long/short long Treasuries), TLT/SHY, and sometimes UVXY (2x VIX). It first checks market trend (SPY vs 200‑day). In uptrends it favors SOXL; in downtrends it flips to SOXS/Treasuries. Short‑term “heat”/“washed‑out” scores (RSI: 0–100; >70 hot, <30 oversold) and a bond‑market check fine‑tune entries. Small sleeves may hold tech 3x, gold, staples, dollar, or anti‑beta.
CheckmarkValue prop
Out-of-sample edge: rules-based semis/bonds/volatility basket targeting ~34% annualized returns vs SPY's ~22%, with Calmar ~1.13. Higher upside in uptrends, diversified hedges; but larger drawdowns and slightly lower risk-adjusted Sharpe.

Loading backtest data...

Invest in this strategy
OOS Start Date
Oct 24, 2022
Trading Setting
Daily
Type
Stocks
Category
Trend-following,tactical allocation,leveraged etfs,semiconductors,treasuries,volatility hedging,momentum,rsi,risk-on/risk-off
Tickers in this symphonyThis symphony trades 24 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
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SCHB
Schwab U.S. Broad Market ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 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.

"Baller Basket" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Baller Basket" is currently allocated toSOXL, TMF, UGL, BTAL, TTTandXLP. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Baller Basket" has returned 34.28%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Baller Basket" is 30.37%. 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 "Baller Basket", 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.