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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

Daily rotation among 3× US stocks (UPRO, TQQQ), 3× long Treasuries (TMF), or T‑Bills (BIL) using volatility filters, a simple momentum gauge, and buy‑the‑dip rules to ride calm uptrends and step aside when markets turn rough.
NutHow it works
Each day it checks if markets are calm (past 14–42 days volatility under set caps). If calm, it “surfs” between 3× S&P 500 (UPRO) and 3× Nasdaq‑100 (TQQQ), favoring the one with stronger recent momentum (RSI = a simple recent‑strength gauge) and sizing them by recent volatility. If markets are jumpy or in a bigger sell‑off, it moves to T‑Bills (BIL) or uses buy‑the‑dip rules (enter 3× funds only after ~−5% 5‑day drops; don’t chase if a 1‑day +5% spike just hit). In healthy phases it may run ~55% UPRO/TQQQ + 45% 3× Treasuries (TMF). Rebalanced daily.
CheckmarkValue prop
Out-of-sample: ~50% annualized return vs SPY ~22%, with Calmar ~1.0. Dynamic 3x equity exposure and Treasuries/cash aims to ride uptrends and curb risk, offering higher upside than the S&P—note larger drawdowns in crises.
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
634.79%13.37%-1.77%0.2%0.82
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL
173,157.25%59.86%-3.47%-2.6%1.43
Initial Investment
$10,000.00
Final Value
$17,325,724.85
Regulatory Fees
$34,596.40
Total Slippage
$223,158.93
Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum, volatility targeting, risk management, buy-the-dip, trend-following, 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 38.83%. 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.