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Symphonies
Buy The Dips 150d MA Basket
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based “buy the dip + trend” approach: fade overheated tech with a volatility hedge, buy tech or the S&P 500 on deep dips, otherwise own the four strongest 150‑day trends across stocks, bonds, commodities, and the dollar.
NutHow it works
Uses TQQQ (fast‑moving tech) as a market thermometer via a 10‑day RSI (0–100: >79 very hot, <31 washed out). If TQQQ is very hot, hold 50% UVXY (volatility hedge) + 50% XLP (defensive). If TQQQ is washed out, go 100% TECL (3x tech). If SPY is washed out, hold 50% UPRO (3x S&P 500) + 50% XLP. Otherwise, equally own the 4 strongest 150‑day trends from a mixed list of stock, bond, commodity, dollar, and hedge ETFs.
CheckmarkValue prop
Out-of-sample, this strategy targets ~37.6% annualized returns with a Calmar near 0.98, vs SPY’s ~20% and lower risk-adjusted performance. It blends dip-buying, trend picks across assets, and a volatility hedge for superior upside with managed risk.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.431.730.370.61
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
544.04%14.48%-0.15%0.4%0.89
Buy The Dips 150d MA Basket
269,075.92%77.4%12.82%8.54%1.44
Initial Investment
$10,000.00
Final Value
$26,917,592.49
Regulatory Fees
$56,301.74
Total Slippage
$385,262.41
Invest in this strategy
OOS Start Date
Jul 24, 2023
Trading Setting
Threshold 5%
Type
Stocks
Category
Tactical asset allocation, momentum, mean reversion, rsi, multi-asset, leveraged etfs, volatility hedge
Tickers in this symphonyThis symphony trades 22 assets in total
Ticker
Type
BOIL
ProShares Ultra Bloomberg Natural Gas
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
ERX
Direxion Daily Energy Bull 2X Shares
Stocks
GLD
SPDR Gold Trust, SPDR Gold Shares
Stocks
KOLD
ProShares UltraShort Bloomberg Natural Gas
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
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.

"Buy The Dips 150d MA Basket" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Buy The Dips 150d MA Basket" is currently allocated toSOXL, ERX, XLEandGLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Buy The Dips 150d MA Basket" has returned 38.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Buy The Dips 150d MA Basket" is 38.36%. 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 "Buy The Dips 150d MA Basket", 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.