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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1a 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

A daily, rules‑based blend that times 3x stock ETFs (UPRO/TQQQ), 3x long Treasuries (TMF), and cash (BIL). It buys dips, uses trend and volatility checks for risk‑on/off, and occasionally tilts into semiconductors (SOXL/SOXS) at extremes.
NutHow it works
Each day it chooses among: cash‑like T‑bills (BIL), 3x S&P (UPRO), 3x Nasdaq (TQQQ), or a 55/45 mix of 3x stocks (UPRO/TQQQ) and 3x long Treasuries (TMF). It buys dips (after ~5‑day drops) but avoids chasing big +5% pops, uses simple “heat” and “jumpy” gauges (RSI, volatility, max drop), and, when extremes hit, briefly uses semiconductor bull/bear funds (SOXL/SOXS).
CheckmarkValue prop
Out-of-sample, this rules-based 3x stock/treasury blend delivers far stronger risk-adjusted gains vs the S&P: ~60% annualized vs ~22%, Calmar ~1.39, Sharpe ~1.24, with dynamic risk-on/off and drawdown control.

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Invest in this strategy
OOS Start Date
Apr 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, risk-on/risk-off, trend + mean reversion, volatility targeting, us equities & treasuries
Tickers in this symphonyThis symphony trades 13 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
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X Shares
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 Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 56.23%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.33%. 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.