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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + TQQQ or not
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 that tries to ride tech/S&P uptrends with 3x ETFs, buy sharp dips, and hide in cash or long‑bond hedges (and occasionally UVXY) when volatility or bond signals warn of trouble.
NutHow it works
It blends 3 rule-sets each day to switch among a few funds: TQQQ (3x Nasdaq‑100 tech), UPRO (3x S&P 500), TMF (3x long US Treasuries), BIL (cash‑like T‑bills), and UVXY (volatility hedge). It uses simple meters: RSI (a hot/cold read of recent moves), volatility (how jumpy), drawdown (recent worst drop), and trends. Calm and stocks > bonds: ride UPRO/TQQQ. Turbulence or bonds > stocks: move to BIL/TMF. Fast 5‑day selloffs: buy the dip; big spikes/chaos: step aside or hedge (UVXY).
CheckmarkValue prop
Out-of-sample, this strategy targets ~47% annualized return vs SPY's ~22%, with a Calmar ~1.06 and strong risk controls through dips-buying and hedges. Higher upside potential but larger drawdowns in stressed markets.

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Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical rotation, risk-on/risk-off, trend + mean reversion, buy-the-dip, bond signals, volatility hedge
Tickers in this symphonyThis symphony trades 11 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond 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
TLT
iShares 20+ Year Treasury Bond ETF
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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toTMF, TQQQ, UPROandUVXY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.56%. 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, and options.