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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

In calm markets, buy the big US stock fund (or its 2x version) that just fell the most; in choppy markets, flip to 3x Treasury bond funds and buy the side that just slumped, aiming for quick rebounds. High risk due to 2x/3x leverage.
NutHow it works
Big idea: surf short‑term swings. - If stocks are calm, pick 1 fund from SPY (S&P 500), QQQ (Nasdaq‑100), SSO/QLD (their 2x versions), or SHY (short‑term Treasuries) that has the lowest “RSI” (a score of recent up vs down days). Low RSI = just fell; buy for a bounce. - If stocks are jumpy, switch to TYD/TYO (3x up/down 7–10yr Treasuries) and buy the side that just dropped most over ~1 week, aiming for a rebound.
CheckmarkValue prop
Out-of-sample: ~35.5% annualized return vs ~22.3% for the S&P 500, via agile equity/bond rotation and leverage. Expect higher drawdowns (~40% vs ~19%), but solid risk metrics (Sharpe ~1.16; Calmar ~0.88) and higher upside.

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Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Tactical rotation, mean reversion, volatility filter, leveraged etfs, us equities, treasuries
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 ETF
Stocks
TYO
Direxion Daily 7-10 Year Treasury Bear 3X 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 toSSO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 28.22%. 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.