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Symphonies
Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free - Longer Backtest
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules‑driven blend that “surfs” market conditions: use 3x S&P/Nasdaq when calm and rising, buy dips or pair with long bonds when shaky, and a fast tech/semis sleeve that flips long/short or cash. Heavy use of T‑bills for safety.
NutHow it works
It blends 3 rule sets and rebalances daily: 1) When markets are calm and stocks look stronger than bonds, it holds turbo S&P 500 and turbo Nasdaq (UPRO/TQQQ), sized by recent steadiness. 2) If things get choppy, it either buys big dips, pairs stocks with long bonds (TMF), or parks in cash‑like T‑bills (BIL). 3) A fast tech/semis module flips between 3x bull (TECL/SOXL), 3x bear (TECS/SOXS), or cash based on “overheated/oversold” gauges, big 1‑day pops, 6‑day plunges, volatility, and simple trend checks.
CheckmarkValue prop
Out-of-sample edge: Sharpe ~1.47 vs 1.41, Calmar ~1.43, oos return ~60% vs 22%, alpha ~0.22. Daily, rules-driven mix of leveraged equities with T-bill safety and bonds to boost upside while controlling drawdown.

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Invest in this strategy
OOS Start Date
May 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, momentum & mean‑reversion, volatility targeting, risk-on/risk-off, daily rebalancing, tech/semis focus
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor Bear 3X 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, TMF, TQQQandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.65%. 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.