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Symphonies
DN's Original Block (set dates April 1 2010 - Jan 3 2020)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A bearish, daily‑timed system (tested 2010–2020). If the S&P 500 trends up, it parks in T‑bills. When the market weakens, it makes short‑term bets using 3x Nasdaq/S&P ETFs (long or short) or short‑term bonds, guided by RSI and 20/200‑day averages.
NutHow it works
Daily check. If SPY (S&P 500) is above its 200‑day average, hold BIL (T‑bills). Otherwise: if TQQQ’s 10‑day RSI<31, buy TQQQ (3x Nasdaq up). Else if SPY’s RSI<30, buy SPXL (3x S&P up). Else: if TQQQ>20‑day avg, buy SQQQ (3x Nasdaq down) if its RSI<31, else TQQQ. If TQQQ<20‑day avg, choose the stronger of SQQQ or BSV (short‑term bonds). RSI is a 0–100 gauge; <30 = oversold.
CheckmarkValue prop
Out-of-sample: beta ~0.54, annualized return ~14.5%, Sharpe ~0.56. A diversified, regime‑driven strategy that dials down exposure in up markets (T‑bills) and seeks upside in dips, offering a complementary, lower‑correlation sleeve to the S&P 500.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.420.240.010.11
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
722.11%14%6.16%5.09%0.85
DN's Original Block (set dates April 1 2010 - Jan 3 2020)
57,040.27%48.42%21.92%22.59%1.27
Initial Investment
$10,000.00
Final Value
$5,714,027.43
Regulatory Fees
$7,485.41
Total Slippage
$48,725.58
Invest in this strategy
OOS Start Date
Oct 4, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical market timing, leveraged etfs, mean-reversion + trend, long/short, us stocks, bonds, cash
Tickers in this symphonyThis symphony trades 6 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BSV
Vanguard Short-Term Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 20.25%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 47.51%. 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.