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Symphonies
Cautious Fund Surfing | SPY vs. TLT | 3x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A cautious, daily‑rebalanced mix that hides in long Treasuries when markets are jumpy, and only buys 3× S&P 500 (UPRO) in calm periods when stocks look short‑term weak vs cash—aiming to catch rebounds while avoiding storms.
NutHow it works
It splits your money into 15 equal “sleeves.” Each day, per sleeve: 1) Is the S&P 500 (SPY) calm? If its recent daily swings (14–42 days) are below 1.0%, 1.5%, or 2.0%, go to step 2; if not, hold long U.S. Treasuries (TLT). 2) Compare a short‑term strength score (RSI: lower = more “oversold”) for SPY vs SHY (short‑term Treasuries). If SPY looks weaker, buy 3× S&P 500 (UPRO) to play a rebound; otherwise stay in TLT. All sleeves are combined.
CheckmarkValue prop
Out-of-sample: ~39.8% annualized return vs SPY ~22%, via volatility hedges (TLT) and selective 3x long exposure during calm rebounds. Drawdowns can reach ~38%, but the upside and diversification exceed the S&P 500.

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Invest in this strategy
OOS Start Date
Apr 3, 2023
Trading Setting
Daily
Type
Stocks
Category
Tactical allocation, volatility filter, contrarian mean reversion, leveraged equity (upro), long treasuries (tlt), daily rebalance
Tickers in this symphonyThis symphony trades 4 assets in total
Ticker
Type
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
UPRO
ProShares UltraPro S&P 500
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. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 35.39%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 38.18%. 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.