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Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + TQQQ or not
Today’s Change

A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based blend that rides 3x stock funds in calm uptrends, pairs them with 3x long Treasuries, buys big dips, and otherwise sits in T‑Bills. It uses simple “thermometers” (volatility, trend, RSI, drawdown) and occasionally hedges with a volatility fund.
NutHow it works
It splits your money into 3 parts (25%, 25%, 50%). Each part watches simple “thermometers” of the market: how bumpy it’s been (volatility), recent damage (peak‑to‑bottom drop), trend (above/below a 25‑day average), and a hot/cold meter (RSI: 0–100 scale of recent price strength). When things look calm and trending up, it holds turbo stock funds (3x S&P 500 and/or 3x Nasdaq) and pairs them with 3x long‑term US Treasuries (a barbell for balance). When conditions look shaky, it parks in T‑Bills. After very sharp 5‑day drops, it may briefly buy the dip with those turbo stock funds. In rare, extreme moments (e.g., Nasdaq is extremely overheated or just snapped back), it may use a volatility fund for a short‑term hedge/trade.
CheckmarkValue prop
Out-of-sample annualized return ~50% vs SPY ~23%, with Sharpe ~1.19 and Calmar ~1.12. A dynamic stock/bond barbell with dip-buying and selective hedges aims for bigger upside while controlling risk.

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Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, trend-following, mean reversion, risk-on/off, us equities, treasuries, volatility hedge
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 toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 49.59%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 44.36%. 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.