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Symphonies
BrianE's Current Portfolio
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-driven, high‑risk strategy that rotates among leveraged chip ETFs (SOXL/SOXS), broader 3x market funds (SPXL/TQQQ), and cash‑like Treasuries based on a “heat meter” (RSI), trend, and fear (UVXY). Aims to capture rallies while cutting deep drawdowns.
NutHow it works
RSI is a 0–100 “heat meter” of recent price moves: low=washed‑out, high=overheated. Main bet: semiconductors (SMH). When chips look washed‑out (RSI ≲36), buy SMH and sometimes 3x bull SOXL. When too hot (RSI ≳70), hedge/flip to 3x bear SOXS or park in Treasuries (SHY/BSV) or T‑bill cash (BIL). If market fear (UVXY) spikes, add hedges (UVXY/UUP/SHY). When the S&P trend is strong, ride 3x SPXL/TQQQ/UPRO; when weak, use shorts SQQQ/SPXU/QID.
CheckmarkValue prop
Out-of-sample Sharpe ~1.42 with beta ~0.69 and Calmar ~1.59; annualized return ~45.8% vs SPY ~23.8%. Higher risk-adjusted gains, lower market beta, plus dynamic hedges and drawdown controls to capture rallies and cut losses.

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Invest in this strategy
OOS Start Date
Sep 29, 2022
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility hedging, semiconductor focus, trend following, rsi bands
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.

"BrianE's Current Portfolio" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BrianE's Current Portfolio" is currently allocated toUPRO, SOXL, TMF, SMH, QQQ, SPXL, SOXS, QLDandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BrianE's Current Portfolio" has returned 45.84%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BrianE's Current Portfolio" is 28.84%. 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 "BrianE's Current Portfolio", 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.