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Symphonies
BvBvB - LBT
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A fast, rules-based strategy that buys deep tech dips, fades sharp one‑day rips, and switches between aggressive tech bets and a defensive SCHD+vol/short mix using fear (VIX) and bonds‑vs‑tech strength as guides. High risk; uses leveraged/inverse ETFs.
NutHow it works
It’s a rules-based rotation that watches: - RSI (0–100 heat gauge; <30 = washed out, >80 = hot) - How jumpy prices are (volatility) - Whether bonds are stronger than big tech Moves: - After big tech drops, buy the dip; if a 1‑day rebound >5.5%, fade it with shorts. - If fear/vol spikes, do the same. - Otherwise go risk‑on (long tech) or defensive (SCHD + hedges) based on bonds vs tech. ETFs: TQQQ/TECL=3x long tech; SQQQ/TECS=3x short; SVXY/UVXY/VIXM=fear; SCHD=dividends.
CheckmarkValue prop
Out-of-sample, this strategy offers strong risk-adjusted returns: Sharpe ~1.26, Calmar ~1.48, max drawdown ~11.6% vs SPY ~18.8%, and beta ~0.31. It exploits tech upside with downside protection, outperforming on risk-adjusted terms.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.320.130.030.17
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
181.45%13.72%-1.77%0.2%0.76
BvBvB - LBT
1,361.52%39.55%1.82%12.21%2.42
Initial Investment
$10,000.00
Final Value
$146,151.89
Regulatory Fees
$435.53
Total Slippage
$2,525.23
Invest in this strategy
OOS Start Date
Oct 1, 2023
Trading Setting
Threshold 1%
Type
Stocks
Category
Tactical rotation, volatility timing, leveraged etfs, long/short hedging, momentum & mean‑reversion, tech‑focused
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
FNGD
MicroSectors FANG+ Index -3X Inverse Leveraged ETNs due January 8, 2038
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SCHD
Schwab US Dividend Equity ETF
Stocks
SH
ProShares Short S&P500
Stocks
SPXS
Direxion Daily S&P 500 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.

"BvBvB - LBT" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BvBvB - LBT" is currently allocated toSPXS, SH, SCHDandVIXM. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BvBvB - LBT" has returned 20.19%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BvBvB - LBT" is 11.64%. 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 "BvBvB - LBT", 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.