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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rotation that swings between 3x stock funds (UPRO/TQQQ), a 3x Treasury hedge (TMF), or T‑Bills (BIL). In bears it buys sharp dips; in bulls it runs a 55/45 levered stock‑bond barbell. Uses volatility and simple “hot/cold” checks. Very high risk.
NutHow it works
Each day it chooses among: 3x S&P 500 (UPRO), 3x Nasdaq‑100 (TQQQ), a 3x long‑Treasury hedge (TMF), or T‑Bills (BIL). It checks: market “bounceiness” (recent volatility), whether stocks look hot/cold (a quick ‘strength’ score called RSI), if we’re in a bear phase (big prior drop), and if there’s a sharp 5‑day dip to buy. It blends fast and slow versions and avoids chasing big 1‑day pops.
CheckmarkValue prop
Out-of-sample, this strategy targets ~50% annualized returns vs ~22% for the S&P, with Calmar ≈1 and Sharpe ~1.15—strong risk-adjusted upside. Note: drawdowns can be large, but hedges/dip-buys aim to protect during stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.311.660.580.76
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
629.61%13.33%-2.23%-2.01%0.81
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
169,546.21%59.7%-5.22%-10.27%1.43
Initial Investment
$10,000.00
Final Value
$16,964,620.83
Regulatory Fees
$34,595.00
Total Slippage
$223,149.65
Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, momentum/rsi rotation, buy-the-dip, risk on/off, volatility targeting, bond hedge, daily rebalance
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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

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.

"Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" is currently allocated toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" has returned 40.80%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Blend: V4 & V5 CFS + BBD, BHFEAR | BIL" is 50.18%. 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 "Blend: V4 & V5 CFS + BBD, BHFEAR | BIL", 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.