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Symphonies
[DEPRECATED] V2 | Fund Surfing | Michael B | Commodities
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A rules-driven “surfing” strategy. When fear is moderate, buy the most recently beaten‑down fund from a tech/market list; when fear spikes, rotate into 3x long/short long‑Treasuries (TMF/TMV), occasionally taking short, fast mean‑reversion trades in stocks/commodities.
NutHow it works
It watches UVXY, a fund that jumps when market fear rises. RSI is a 0–100 recent‑moves gauge: low=weak, high=hot. If fear isn’t extreme (UVXY 20‑day RSI<70), it buys 1 fund with the lowest ~1‑month RSI from big US stock funds and 3x tech/market funds (TQQQ, TECL, SOXL, UPRO), or SHY (short‑term Treasuries). If fear is high, it holds 3x long/short 20+yr Treasuries (TMF/TMV), picking the steadier one by 5‑day drawdown. If both are calm, it buys the 2 lowest 1‑week RSI across stocks and commodities (DBC=broad, DBA=ag).
CheckmarkValue prop
Out-of-sample edge: about 46% annualized return vs SPY’s ~22%, driven by regime-switching mean-reversion and a Treasury hedge in fear. Expect higher volatility and potential drawdowns—size your risk capital accordingly.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.492.240.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
608.48%14.63%-1.77%0.2%0.9
[DEPRECATED] V2 | Fund Surfing | Michael B | Commodities
1,133,318.99%91.77%-4.3%0.06%1.39
Initial Investment
$10,000.00
Final Value
$113,341,898.77
Regulatory Fees
$428,397.79
Total Slippage
$3,054,275.24
Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Regime-switching, mean-reversion, rsi filter, leveraged etfs, us equities (tech tilt), treasuries (long/short), commodities, volatility filter
Tickers in this symphonyThis symphony trades 12 assets in total
Ticker
Type
DBA
Invesco DB Agriculture Fund
Stocks
DBC
Invesco DB Commodity Index Tracking Fund
Stocks
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

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 34.26%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 82.62%. 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.