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Symphonies
[DEPRECATED] V1 | Fund Surfing | Michael B
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A tactical “surfing” strategy: when fear is contained, buy the one fund (often tech/leveraged) that looks most sold‑off; when fear is high, switch to a leveraged Treasury long/short trade, picking the side that just dropped. High risk; 3× funds swing fast.
NutHow it works
First it checks market stress using UVXY, a volatility (“fear”) ETF. If UVXY’s 20‑day RSI (a 0–100 recent‑heat score) is below 70, it buys 1 fund from a menu (SPY/QQQ/SHY and 3× tech/market funds) with the lowest RSI (most sold‑off). If stress is high, it flips to bonds: between TMF (3× long 20+yr Treasuries) and TMV (3× short), it buys the one that fell most over 5 days, aiming for a bounce. If both seem calm, it holds SPY.
CheckmarkValue prop
Out-of-sample edge: ~45% annualized return vs SPX ~22%, with regime-switching between contrarian equity picks and leveraged Treasuries. Higher upside but extreme drawdowns and lower risk-adjusted Sharpe—suitable only for high risk tolerance.

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Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility filter, mean-reversion, leveraged etfs, treasuries, tech-heavy equities, market timing
Tickers in this symphonyThis symphony trades 10 assets in total
Ticker
Type
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 33.48%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 82.90%. 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.