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Symphonies
BWC Modified: DereckN's Ren Tec (I)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily rules-based “offense/defense” system. In uptrends it rides leveraged tech (TQQQ/TECL); when markets get too hot or crack, it moves to T‑Bills, volatility hedges (UVXY), inverse tech (PSQ/SQQQ), or Treasuries. Also runs small oil/energy and bond sleeves. High risk.
NutHow it works
Each day it checks a few gauges: trend (price vs a long‑term average line), heat (RSI: a 0–100 “too hot/too cold” meter; >~80 hot, <~30 washed‑out), recent shocks, and volatility. In uptrends it rides winners (leveraged tech like TQQQ/TECL/SOXL). If overheated it parks in T‑Bills (SHV/BIL) or buys volatility (UVXY). If trends break, it flips to hedges (PSQ/SQQQ) or Treasuries (TLT/IEF/BND). Small sleeves trade oil/energy and bonds. Rebalances daily.
CheckmarkValue prop
Out-of-sample, this strategy delivers ~39% annualized return vs ~16% for the S&P, with Sharpe ~0.94 vs 0.87 and Calmar ~1.42—stronger risk-adjusted upside plus defensive hedging. Note: max drawdown can reach ~27%.

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Invest in this strategy
OOS Start Date
Feb 20, 2025
Trading Setting
Daily
Type
Stocks
Category
Multi-asset rotation, trend-following, mean reversion, leveraged etfs, inverse hedges, volatility hedging, bonds, commodities, tech momentum
Tickers in this symphonyThis symphony trades 73 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
BSV
Vanguard Short-Term Bond ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
COP
ConocoPhillips
Stocks
CVE
Cenovus Energy Inc.
Stocks
CVX
Chevron Corporation
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
DBO
Invesco DB Oil Fund
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.

"BWC Modified: DereckN's Ren Tec (I)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"BWC Modified: DereckN's Ren Tec (I)" is currently allocated toUPRO, SVXY, TQQQ, SHV, EDZ, EDC, YANG, UDOWandBND. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "BWC Modified: DereckN's Ren Tec (I)" has returned 41.08%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "BWC Modified: DereckN's Ren Tec (I)" is 27.34%. 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 "BWC Modified: DereckN's Ren Tec (I)", 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.