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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 rule‑based “fund surfer” that buys recent losers in calm times, but in turmoil flips to big moves in long Treasuries (TMF/TMV). Uses UVXY to gauge fear, RSI to pick beaten‑down funds, and 5‑day drawdown to choose TMF vs TMV; sometimes adds commodities.
NutHow it works
RSI=recent strength score; lower=more sold off. UVXY (fear gauge) sets regime. Calm (UVXY RSI<70): 100% in the 1 fund with the lowest RSI from SPY(S&P 500), QQQ(Nasdaq‑100), UPRO/TQQQ/TECL/SOXL(3x stock), or SHY(short‑term Treasuries). Hot: hold TMF or TMV(3x long‑Treasury up/down) based on the smaller 5‑day drop; if both calm, split 50/50 into the 2 lowest‑RSI from that list plus DBC/DBA(commodities).
CheckmarkValue prop
Out-of-sample, this regime-switching strategy targets higher upside (≈46% annualized) vs SPY’s ≈22%, with fear-driven Treasury bets and mean-reversion in calm markets. Potential for stronger long-run returns, but with higher volatility.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.52.240.390.63
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
623.63%14.84%-0.15%0.4%0.91
[DEPRECATED] V2 | Fund Surfing | Michael B | Commodities
1,188,403.62%92.72%3.87%-5.5%1.4
Initial Investment
$10,000.00
Final Value
$118,850,361.80
Regulatory Fees
$425,067.49
Total Slippage
$3,030,378.70
Invest in this strategy
OOS Start Date
Apr 28, 2023
Trading Setting
Threshold 10%
Type
Stocks
Category
Rsi mean reversion, volatility filter (uvxy), leveraged etfs (equities/treasuries), commodities tilt, tactical rotation
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 Shares
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TECL
Direxion Daily Technology Bull 3x Shares
Stocks
TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
Stocks
TMV
Direxion Daily 20+ Year Treasury Bear 3X Shares (based on the NYSE 20 Year Plus Treasury Bond Index; symbol AXTWEN)
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 toTECL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 37.35%. 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.