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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

Buys short‑term “pops” in 3x Nasdaq/S&P/semis, sits in T‑Bills when signals are weak, and flips to a volatility hedge when markets look overheated. Guided by a simple heat score (RSI) plus stock‑vs‑bond and yield‑curve checks. High risk; rebalanced daily.
NutHow it works
Runs several mini‑bots on 3x stock funds: TQQQ (Nasdaq), SPXL (S&P 500), SOXL (semis). It buys sharp dips (RSI—a 0–100 “heat” score—below 30) and parks in T‑Bills (BIL) otherwise. If things get too hot (RSI > 80), it flips to UVXY (volatility hedge). A market‑trend check (SPY) and a bond‑vs‑stock check (BND; IEF vs TLT for yield‑curve) decide whether to try a rebound or sit in cash. Rebalanced daily.
CheckmarkValue prop
Out-of-sample annualized return ~64% vs S&P ~23%, with a comparable Sharpe. It targets big upside from quick 3x pops, while hedging risk with T‑Bills and a volatility hedge—though drawdowns can be larger in downturns.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.561.20.260.51
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
685.88%15.41%-0.15%0.4%0.94
Double Pop Bots l BrianE l Oct 28th 2011
1,509,572.14%95.25%2.35%9.68%1.89
Initial Investment
$10,000.00
Final Value
$150,967,214.11
Regulatory Fees
$222,665.74
Total Slippage
$1,577,301.35
Invest in this strategy
OOS Start Date
Nov 10, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical mean‑reversion, leveraged etfs, volatility hedge, risk‑on/risk‑off, macro yield‑curve filter, daily rebalance
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 Shares
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x Shares
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 toSOXL, SPXLandTQQQ. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 62.75%. 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.