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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + TQQQ or not - Replace UVXY w/ SOXS
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules rotate between cash (BIL), 3x stocks (TQQQ/UPRO), and sometimes 3x long bonds (TMF). It buys dips, rides calm uptrends with a stocks/bonds barbell, and steps aside—or briefly hedges with SOXS—when markets look stretched or risky.
NutHow it works
Your money is split into 3 parts (rebalanced daily). - 25% and 25% sleeves: switch among cash (BIL), 3x stocks (TQQQ for Nasdaq, UPRO for S&P 500), and sometimes 3x long bonds (TMF). They buy dips after quick drops, run a 55% stocks/45% bonds mix when markets are calm, and otherwise sit in T‑bills. - 50% sleeve: focuses on TQQQ. In normal uptrends it holds TQQQ; after sharp drops it buys TQQQ for a bounce; on extreme overbought spikes it briefly hedges with SOXS; if conditions look risky, it moves to T‑bills.
CheckmarkValue prop
Out-of-sample shows ~53% annualized return vs S&P 500 ~22%, with solid risk-adjusted metrics (Calmar ~1.19, Sharpe ~1.24). A diversified, rules-based mix of leveraged equity, bonds, and cash uses risk gates to chase gains and defend downside.

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Invest in this strategy
OOS Start Date
Apr 29, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etf rotation, tactical asset allocation, mean reversion, trend following, risk management, volatility filters
Tickers in this symphonyThis symphony trades 12 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
SOXS
Direxion Daily Semiconductor Bear 3X 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

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 toBIL, TQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 42.96%. 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.