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Symphonies
BT 1Nov16-22Nov22 AR 1317.2% DD 37.7% Daily TQQQ For The Long Term V4.2.5a 16d CR 11d + 12d Rule | Garen Mod selectively replaced SQQQ -> SOXS & TQQQ -> SOXL
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily tactical strategy around tech and semiconductor ETFs. It rides uptrends, buys deep dips, and uses inverse or “fear” funds or short‑term bonds to defend in downtrends. Uses RSI as a heat meter. Very high risk due to 3x ETFs.
NutHow it works
Key tools: RSI = a “heat meter” of recent buying vs selling (low=washed out, high=hot). TQQQ/SOXL = 3x tech/semis; SQQQ/SOXS = 3x inverse; UVXY = a “fear” ETF; SHY/BSV = short‑term bonds. Rules: 1) If the S&P 500 is in an uptrend: ride tech/semis, buy deep dips, or hedge when things are too hot/fear spikes. 2) If in a downtrend: mostly hedge or hold bonds; sometimes take brief bounce trades. Rebalanced daily.
CheckmarkValue prop
Out-of-sample edge: Calmar 3.49 and Sharpe 1.52 vs SPY 1.10, with ~129% annualized oos return vs ~19% for SPY. Tech/semis focus with hedges offers higher upside and controlled risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
2.190.450.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
266.43%15.43%1.36%5.73%0.87
BT 1Nov16-22Nov22 AR 1317.2% DD 37.7% Daily TQQQ For The Long Term V4.2.5a 16d CR 11d + 12d Rule | Garen Mod selectively replaced SQQQ -> SOXS & TQQQ -> SOXL
6,756,559,403.31%633.48%15.13%47.43%3.02
Initial Investment
$10,000.00
Final Value
$675,655,950,330.52
Regulatory Fees
$1,685,475,069.60
Total Slippage
$8,007,134,705.46
Invest in this strategy
OOS Start Date
May 19, 2024
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tech/semis, trend-following, dip-buying, volatility hedge, momentum, mean reversion, tactical, daily rebalancing
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 toAAandACLS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 128.81%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 36.95%. 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.