Skip to Content
Symphonies
(C) Blend: V4 & V5 CFS + BBD, BHFEAR | BIL + v4 Pops - K-1 Free (130/32% MDD) Since 2012
Today’s Change
—

A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules‑based, daily‑rebalanced strategy that rotates among 3x stock funds (UPRO=S&P 500, TQQQ=Nasdaq‑100), 3x Treasuries (TMF), cash‑like T‑Bills (BIL), and, at extremes, 3x tech/semiconductor bears (TECS/SOXS), using dip‑buys, momentum, and risk brakes.
NutHow it works
Daily it: 1) Gauges calm vs shaky from recent swings. 2) If calm and stocks lead bonds, own the stronger of UPRO (3x S&P 500) or TQQQ (3x Nasdaq‑100); sometimes pair with TMF (3x Treasuries). 3) If shaky, sit in BIL (T‑Bills) or buy ~5‑day dips, but avoid chasing >5% 1‑day pops. 4) If tech looks overheated, briefly hedge with SOXS/TECS. 5) Safety brakes decide when to step aside.
CheckmarkValue prop
Out-of-sample upside is compelling: ~50.8% annualized vs 22.4% for the S&P, with Calmar ~1.16 and Sharpe ~1.22. A hedge-enabled, daily-rebalanced mix of 3x equities and Treasuries targets bigger gains while controlling risk—though drawdowns can be larger in crashes.

Loading backtest data...

Invest in this strategy
OOS Start Date
May 21, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, leveraged etfs, trend following, buy-the-dip, volatility targeting, risk management, tech bias, daily rebalanced
Tickers in this symphonyThis symphony trades 26 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SOXS
Direxion Daily Semiconductor 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.

The symphony is currently performing the same as yesterday today. Performance updates in real time during market hours.

The symphony is currently allocated toUPRO, TMF, TQQQandSOXS. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 50.83%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 43.65%. 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, and options.