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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

Switches between buying the most beaten‑down fund in calm markets and riding 3x Treasury bull/bear waves in stressed markets. In some stressed periods, it instead splits into two oversold funds (including commodities). High risk due to 3x ETFs.
NutHow it works
1) Use UVXY’s 20‑day RSI (a 0–100 “heat” gauge of recent moves) to judge stress. If RSI < 70 (calm): put 100% into the single fund with the lowest 20‑day RSI from SOXL/TECL/TQQQ/UPRO/QQQ/SPY/SHY (low RSI = recently sold off). 2) If RSI ≥ 70 (stress): if both TMF and TMV had <10% 5‑day drawdowns, split between the two most oversold (5‑day RSI) among stocks + commodities (adds DBC/DBA). Otherwise hold whichever of TMF (3x long bonds) or TMV (3x short bonds) is holding up better. Uses 3x funds; very risky.
CheckmarkValue prop
Out-of-sample, this strategy targets ~44.5% annualized return vs SPY's ~22.7%, with higher risk (~83% drawdown vs ~19%). Sharpe ~0.88, Calmar ~0.54. Regime-switching aims for bigger upside in volatile markets.

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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 regime, leveraged etfs, treasuries, commodities, tech-heavy
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 44.52%. 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, crypto, and options.