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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 switch between 3x stock funds and a defensive mix (dollar, gold, staples). It buys sharp dips in bear markets and uses trend/volatility checks in bulls; otherwise it parks in defense.
NutHow it works
Each day it chooses offense or defense. - Bear market (SPY >10% off highs): buy 5‑day drops in 3x Nasdaq/S&P (TQQQ/UPRO) unless they just jumped >5% in a day; otherwise hold UUP+GLD+XLP. - Bull market: when trend is healthy and swings are mild, hold ~55% 3x stocks (UPRO/TQQQ) and ~45% 3x long Treasuries (TMF); else use the defensive mix. - A second sleeve adds a calm‑market test: if stocks’ recent “up‑vs‑down” score (RSI) beats T‑bills (SHY), use 3x S&P; otherwise stay defensive.
CheckmarkValue prop
Out-of-sample: ~35.4% annualized return with Calmar ~1.07 and Sharpe ~1.25. Dynamic bear/bull switching plus a defensive sleeve aims to beat the S&P 500 on upturns, but carries higher drawdowns (~33% vs ~19%).
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.191.010.570.75
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
687.56%14.04%1.36%5.73%0.85
Blend: Cautious Fund Surfing | 3x & V1.1 | Bear BUYDIPS, Bull HFEAR
12,569.28%36.11%3.52%16.79%1.45
Initial Investment
$10,000.00
Final Value
$1,266,928.45
Regulatory Fees
$2,201.26
Total Slippage
$12,749.57
Invest in this strategy
OOS Start Date
Jan 20, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation,risk-on/risk-off,dip buying,trend/momentum,volatility targeting,leveraged etfs,defensive hedging
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 toGLD, UUP, XLPandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.43%. 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, crypto, and options.