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Symphonies
Cautious Fund Surfing | SPY vs. SHY | 3x | TQQQ with Yes Pop | shared
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cautious, rules‑based blend: lean into tech (toned‑down 3× via TQQQ) when markets are calm and signals are supportive; shift to T‑bills or Treasury trades when risk rises. Adds short‑term “pop” trades on tech dips/overheats to help reduce drawdowns.
NutHow it works
It blends two rule-sets 50/50. In calm markets (low S&P volatility), it favors tech via TQQQ (3× NASDAQ‑100), sized down to ~2× by pairing 66% TQQQ with 34% BIL (T‑bills). If risk rises, it moves to BIL or Treasury funds (TYD long, TYO short, TMF long). It decides using simple gauges: market choppiness (volatility), stocks vs safety (SPY vs SHY), and tech’s “heat” (XLK’s RSI: low=dip, high=overheated). The second half buys tech on dips, shorts when too hot, or parks in Treasuries.
CheckmarkValue prop
Out-of-sample return: 22.89% vs 20.38% for the S&P. A rules-based risk-on/risk-off strategy mixing a tech tilt with Treasuries. Aims for higher upside in calm markets with hedges to limit losses; note drawdowns can rise in extreme stress.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.281.110.510.71
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
777.8%14.4%6.16%5.09%0.87
Cautious Fund Surfing | SPY vs. SHY | 3x | TQQQ with Yes Pop | shared
72,722.05%50.39%7.78%5.65%1.66
Initial Investment
$10,000.00
Final Value
$7,282,205.48
Regulatory Fees
$16,542.67
Total Slippage
$97,375.57
Invest in this strategy
OOS Start Date
May 4, 2024
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility targeting, momentum/rsi timing, leveraged etfs, tech tilt, treasury hedges
Tickers in this symphonyThis symphony trades 13 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
SH
ProShares Short S&P500
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 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 toBILandSQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 18.97%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 37.69%. 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.