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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1a TQQQ or not - Replace UVXY w/ VXX
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑based blend that rides 3x tech/S&P in calm uptrends, buys big dips, pairs with 3x Treasuries at times, and hides in T‑Bills or a VIX hedge when risk spikes. It uses simple “heat,” volatility, and drawdown checks to switch gears.
NutHow it works
Daily, it splits money across 3 rule sets. Each asks: Is the market calm and trending? If yes, own 3x stock funds (TQQQ/UPRO), sometimes paired with 3x long Treasuries (TMF). If not, sit in T‑Bills (BIL), buy big dips (~5% in a week), or briefly hedge with VXX. It gauges heat (RSI = how hot/cold recent moves are), choppiness (volatility), and max drop. Goal: ride booms, sidestep storms.
CheckmarkValue prop
Out-of-sample annualized return ~56.9% vs S&P ~23.4%; Calmar ~1.31 signals strong risk-adjusted gains. A dynamic risk-on/risk-off system with dip-buying and hedges aims for big upside in uptrends while protecting during turbulence.

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Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, trend-following, leveraged etfs, buy-the-dip, risk-on/risk-off, volatility filter, bond/stock rotation
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 56.87%. 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, crypto, and options.