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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1b Simple RSIs
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Blends three rule‑sets to surf between 3x stock funds, 3x long Treasuries, and cash. Uses momentum, drawdown, and volatility to buy dips in sell‑offs, run with trends in calm markets, and step aside (or hold USD/bonds) when fear is high.
NutHow it works
Each day it checks market mood (recent choppiness, size of recent drops, and a short‑term momentum score that tallies recent up vs down days). It then shifts between: UPRO/TQQQ (3x S&P/Nasdaq), TMF (3x long Treasuries), and BIL (T‑bills). In sell‑offs it buys dips after ~5%/5‑day falls but avoids chasing big one‑day spikes. In calmer uptrends it pairs stocks with long bonds, favoring the calmer of S&P vs Nasdaq, and may tilt to USD/bonds when fear runs hot.
CheckmarkValue prop
Out-of-sample, this strategy aims for higher growth (≈34.5% vs ≈22.9% for the S&P) via a stock/bond/cash barbell, dip-buying, momentum, and volatility controls. Expect stronger upside but possible larger drawdowns in stressed markets.

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Invest in this strategy
OOS Start Date
May 31, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum & dip-buying, risk-parity, volatility targeting
Tickers in this symphonyThis symphony trades 16 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
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
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
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 toUPRO, TMFandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 24.85%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 53.15%. 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.