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Symphonies
BB-XM 1.z ||| SLUNT ||| Deez ||| 14JUN2023
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast-switching, rules-based system: it checks if semiconductors are stronger than cash, buys volatility when the market looks overheated, otherwise rotates among 3x bull/bear ETFs on semis, the S&P 500, and the Nasdaq, while holding some cash.
NutHow it works
It keeps about 20% in cash. Each day it asks which is hotter: semiconductors (SOXX) or cash-like T-bills (BIL) using a short-term heat meter (RSI). If semis lead and the S&P 500 looks overheated, it buys volatility funds (UVXY/VIXY); otherwise it rides semis (SOXL). If semis don't lead, it trades semis contrarian (SOXL/SOXS). If still unclear, it switches to S&P/Nasdaq, using trend lines and the heat meter to pick 3x long (UPRO/TQQQ) or 3x short (SPXU/SQQQ).
CheckmarkValue prop
Out-of-sample edge: ~60% annualized return vs S&P ~22%, with Calmar ~0.95 and Sharpe ~0.97. Tactical mix of semis, broad market, volatility, plus ~20% cash. Higher upside potential with disciplined risk control (watch for large drawdowns).

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Invest in this strategy
OOS Start Date
Jun 28, 2023
Trading Setting
Threshold 6.9%
Type
Stocks
Category
Tactical, momentum, mean-reversion, volatility, leveraged etfs, semiconductors, s&p 500, nasdaq 100, rsi, moving averages, rules-based
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 60.20%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 63.38%. 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.