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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 daily, rules-based blend: buy 3× S&P/Nasdaq on sharp dips or when markets are calm; otherwise hold a defensive dollar–gold–staples mix. In bull runs it uses a 55/45 leveraged stocks–bonds barbell with a risk‑off switch.
NutHow it works
Two halves, rebalanced daily. 1) Calm-and-dip: if the S&P 500 has been quiet, it buys a 3× S&P fund on dips using a simple “more up vs down lately” score (RSI); otherwise it parks in a defensive mix (UUP, GLD, XLP). 2) Regime engine: if the market is in a drawdown, it buys sharp 5‑day dips in Nasdaq/S&P (unless they already bounced hard); if not, it runs a 55/45 3× stocks/bonds barbell (UPRO/TQQQ vs TMF) with a risk‑off switch to the same defensive mix.
CheckmarkValue prop
Out-of-sample edge: ~37% annualized return vs ~23% for the S&P, with Calmar ~1.10 signaling solid risk-adjusted gains. But max drawdown is higher (~33% vs ~19%). Dynamic regime shifts and hedges target stronger growth with managed risk.

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Invest in this strategy
OOS Start Date
Jan 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, risk-on/risk-off, dip buying, momentum & volatility filters, multi-model ensemble, daily rebalance
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 ETF
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 33.42%. 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.