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Symphonies
[DEPRECATED] V1.1 | Fund Surfing | Michael B | 2x
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive wave-rider: when stocks are calm, buy the most “oversold” big‑stock fund (or its 2× version). When markets get jumpy, trade 3× Treasury bond bull/bear funds, choosing direction from short‑term moves.
NutHow it works
1) It first checks if the stock market (S&P 500) is calm (low 10‑day choppiness). • If calm: buy the “coldest” fund (lowest 20‑day RSI, a simple hot/cold meter) from SPY/QQQ (big US stocks), SSO/QLD (their 2× versions), or SHY (short‑term Treasuries). • If jumpy: switch to 7–10yr US Treasury bonds using 3× ETFs—TYD (bull) or TYO (bear)—and pick a side using a short‑term drawdown test (which one just fell hardest). Hold 100% until the signal flips.
CheckmarkValue prop
Out-of-sample returns ~35.5% vs S&P 22.3%, with oos Sharpe ~1.16 and Calmar ~0.88. A regime-switching, leveraged strategy that targets stock upside in calm markets and shifts to bonds in volatility, offering higher growth and diversification.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.171.30.60.78
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
997.44%15.29%-0.15%0.4%0.91
[DEPRECATED] V1.1 | Fund Surfing | Michael B | 2x
24,917.86%38.82%0.96%-4.86%1.29
Initial Investment
$10,000.00
Final Value
$2,501,786.06
Regulatory Fees
$9,055.81
Total Slippage
$54,506.11
Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical allocation, volatility switch, mean reversion, leveraged etfs, us equities, us treasuries, market timing
Tickers in this symphonyThis symphony trades 7 assets in total
Ticker
Type
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SSO
ProShares Ultra S&P500
Stocks
TYD
Direxion Daily 7-10 Year Treasury Bull 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index symbol AXSVTN)
Stocks
TYO
Direxion Daily 7-10 Year Treasury Bear 3X Shares (based on the NYSE 7-10 Year Treasury Bond Index; symbol AXSVTN)
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 toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 30.90%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 40.37%. 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.