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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

When markets are calm, it “surfs” a single equity fund—often using 2x versions—by buying the one most oversold. When markets turn jumpy, it flips to a 3x Treasury bond trade, choosing long or short based on very recent weakness.
NutHow it works
Each day it asks: Are U.S. stocks calm? If yes, buy the single fund (SPY, QQQ, their 2x versions SSO/QLD, or SHY) with the lowest 20‑day RSI—i.e., the one most “beaten‑up,” aiming for a rebound. If no (too volatile), switch to 3x Treasury bond funds (TYD or TYO), picking the side that’s held up better over the last week.
CheckmarkValue prop
Out-of-sample: ~36.8% annualized return vs SPY ~22.7%, Sharpe ~1.18, Calmar ~0.91. It switches to 3x bonds in volatility to capture risk-off opportunities, delivering higher potential upside in calm markets—though drawdowns can be larger.

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Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical asset allocation, regime switching, mean reversion, leveraged etfs, equities, bonds
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 toQLD. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.77%. 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, crypto, and options.