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Symphonies
Double Pop Bots l BrianE l Oct 28th 2011
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Aggressive daily bot that buys sharp dips in 3x Nasdaq/S&P/semiconductors and sometimes plays a short volatility spike when those get overheated. When no edge, it parks in T‑Bills. Uses stock‑vs‑bond momentum and a simple yield‑curve proxy to gate trades.
NutHow it works
Targets 3x Nasdaq (tech), 3x S&P (broad), 3x semis; uses UVXY (volatility) and BIL (T‑Bills). RSI is a 0–100 gauge of recent buying: >80 very hot, <30 very cold. 1) If 3x Nasdaq or 3x S&P is very hot, buy UVXY (bet on a quick volatility spike). 2) If any 3x fund is very cold, buy it for a bounce. 3) Otherwise, if stocks’ 60‑day trend is up, a bonds‑vs‑stocks RSI check can buy a 3x fund; if not, sit in BIL. In weak trends, mostly stay in BIL. Rebalanced daily.
CheckmarkValue prop
Out-of-sample, this strategy targets ~64% annualized return with ~1.40 Sharpe and 1.81 Calmar, outperforming the S&P on upside. Expect higher drawdowns (~35%), but sharper recoveries in choppy markets.

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Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, mean reversion, volatility, trend filter, tactical, risk-on/risk-off
Tickers in this symphonyThis symphony trades 9 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SOXL
Direxion Daily Semiconductor Bull 3X ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UVXY
ProShares Ultra VIX Short-Term Futures 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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 58.67%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 35.38%. 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.