Skip to Content
Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + V1b Simple RSIs
Today’s Change
—

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

About

A daily, rules‑based blend that buys 3x stock ETFs on sharp dips, runs a ~55/45 levered stock–bond mix when the trend is calm, and parks in T‑bills or the USD when risk spikes. It toggles between S&P (UPRO) and Nasdaq (TQQQ) using simple strength checks.
NutHow it works
RSI = a 0–100 score of recent up vs down days. The strategy blends 3 sleeves and rebalances daily: 1) Buy‑the‑dip: if QQQ or SPY drops ~5% in 5 days, buy TQQQ/UPRO; else hold BIL (T‑bills). 2) Trend: in calm uptrends run ~55% 3x stocks (UPRO/TQQQ) + 45% 3x Treasuries (TMF); flip to cash if stress rises. 3) Simple RSI rotation: pick stronger of S&P vs Nasdaq/tech/semis or bonds; if volatility overheats, hold USDU (USD). Uses 3x ETFs (very volatile).
CheckmarkValue prop
Out-of-sample annualized return ~34% vs S&P ~23%; upside from dip-buying and 3x sleeves, plus hedges (bonds, cash, USD). Drawdowns can exceed ~50%, so expect higher volatility—but stronger long-run growth and diversification.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 31, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum (rsi), buy-the-dip, risk-on/risk-off, volatility targeting, us equities, treasuries, cash, usd hedge
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 toUPRO, IEF, TECLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 34.37%. 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, crypto, and options.