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Symphonies
Blend: Cautious Fund Surfing | 3x & V1.1 | Bear BUYDIPS, Bull HFEAR
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A 50/50 blend: cautious, volatility-aware switching between 3x S&P and a USD/gold/staples safety basket, plus a regime system that buys big 5‑day dips in bears and runs a 3x stocks/long‑bond mix in bulls. Rebalanced daily.
NutHow it works
Splits money 50/50 across two tactics; rebalances daily. 1) Cautious surf: If the last 2–6 weeks were calm and stocks look sold‑off vs safe bonds, buy 3x S&P (UPRO); otherwise hold a safety basket: USD (UUP), gold (GLD), consumer‑staples (XLP). 2) Regime: If the S&P is >10% off its peak (bear), buy big 5‑day dips in Nasdaq/S&P with 3x funds unless they just bounced >5% in a day; else safety. Otherwise, hold ~55% 3x stocks (UPRO/TQQQ) and 45% 3x long Treasuries (TMF) when stress is low; else safety.
CheckmarkValue prop
Out-of-sample annualized return ~36.7% vs SPY ~22.95%, with ~+3.75% alpha. Strong risk-adjusted edge (Calmar ~1.10; Sharpe ~1.31). Capitalizes on bear dips and a diversified safety basket—larger upside, but expect bigger drawdowns in stress.

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Invest in this strategy
OOS Start Date
Jan 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, volatility targeting, dip buying, defensive rotation, regime switching, risk management
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UUP
Invesco DB US Dollar Index Bullish Fund
Stocks
XLP
State Street Consumer Staples Select Sector SPDR 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 toGLD, UUP, XLPandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.73%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 33.24%. 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.