Skip to Content
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1a TQQQ or not - Replace UVXY w/ VXX
Today’s Change

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

About

Daily, rules-based blend that rides U.S. stock trends with 3x ETFs, buys big dips, and parks in T‑bills or long bonds when risk rises; occasionally adds a short-term volatility hedge. Focus: S&P 500, Nasdaq‑100, and Treasuries.
NutHow it works
What it buys: UPRO (3x S&P 500), TQQQ (3x Nasdaq), TMF (3x long US Treasuries), BIL (T‑bills). Sometimes VXX (volatility hedge) and rarely SOXL (semis) in deep dips. How it decides: Each day it checks if stocks look strong or weak using simple measures—RSI = a 0–100 “recent up/down” score, volatility, and drawdowns. In calm uptrends it owns UPRO/TQQQ (more in the steadier one). If trends weaken or get jumpy, it either buys a clear dip or parks in BIL. In strong uptrends, it blends ~55% stocks/45% TMF; otherwise sits in BIL. If TQQQ gets overheated, it briefly hedges with VXX; if very oversold, it may try a small bounce via SOXL.
CheckmarkValue prop
Out-of-sample edge: ~54% annualized return vs ~23% for the S&P, with Calmar ~1.24. It uses momentum, dip-buying, hedges, and bonds to chase bigger gains while defending capital—though drawdowns can be larger in volatile markets.
1M
3M
6M
YTD
1Y
3Y
Max
Performance
Compared to selected benchmarks
AlphaBetaR2R
0.791.380.340.58
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
172.29%13.1%-1.77%0.2%0.73
137,074.27%142.92%-2.5%0.17%2.15
Initial Investment
$10,000.00
Final Value
$13,717,427.29
Regulatory Fees
$31,976.04
Total Slippage
$212,486.97
Invest in this strategy
OOS Start Date
May 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical asset allocation, momentum, buy-the-dip, volatility targeting, risk parity, bonds, risk management
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 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 46.33%. 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.