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Symphonies
Darpa Perfect Scalp v1.1 BIL (52.6/27.4)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, it buys leveraged Nasdaq after sharp dips, switches to a volatility fund after very hot run‑ups to bet on a pullback, and parks in T‑bills when neither case applies. Simple three‑state, momentum‑heat timing.
NutHow it works
Each day it checks how “hot or cold” Nasdaq‑100 has been using a 0–100 speed score from TQQQ’s price (RSI). - If it’s unusually cold on a 1‑month view, buy TQQQ (a 3x Nasdaq fund). - If it’s extremely hot on a 2‑week view, buy UVXY (benefits if markets drop). - Otherwise hold BIL (T‑bills).
CheckmarkValue prop
RSI-driven three-state rotation (TQQQ, UVXY, cash). Out-of-sample: ~39% annualized returns vs ~15% S&P; Sharpe ~0.97 vs ~0.81; Calmar ~1.74. Higher upside with larger drawdowns (~22.7% vs ~18.8%).

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Invest in this strategy
OOS Start Date
Dec 10, 2024
Trading Setting
Daily
Type
Stocks
Category
Rsi-based timing, tactical rotation, leveraged etfs, volatility hedge, risk-on/risk-off, daily rebalanced
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 39.41%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.67%. 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, crypto, and options.