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Symphonies
Drawdown/Skim Bots (USDU, no UUP)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Rules-based, daily. Rides uptrends with leveraged tech/S&P (TQQQ/SPXL), shifts to defensive ETFs (US dollar, staples, utilities, energy, short Treasuries) in downtrends. Adds UVXY as an airbag when markets run hot; may short vol (SVXY) when calm. High risk.
NutHow it works
Each day the system picks risk‑on or defense using two checks: 1) Heat/Speed (RSI, a 0–100 “speedometer” of recent moves: >80 very hot, <30 very cold), and 2) Trend (is the S&P 500 above its 200‑day average?). Hot: keep 3x bulls (TQQQ/SPXL) but add a volatility airbag (UVXY). Cold: lean into those bulls. Otherwise: in uptrends hold TQQQ/SPXL (sometimes SVXY when rates look calm); in downtrends pivot to USDU, staples/utilities/energy, and SHY. Weights favor steadier assets. Uses USDU, not UUP.
CheckmarkValue prop
Out-of-sample: Sharpe 1.78 vs SPY 1.37; max drawdown ~11% vs ~19%; beta ~0.51. Higher risk-adjusted returns and stronger downside protection with an adaptive, rules-based mix of leveraged growth and defensive hedges.

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Invest in this strategy
OOS Start Date
Nov 6, 2022
Trading Setting
Daily
Type
Stocks
Category
Tactical asset allocation, leveraged etfs, volatility hedging, trend and rsi signals, sector rotation, usd hedge, high risk
Tickers in this symphonyThis symphony trades 20 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond ETF
Stocks
SPXL
Direxion Daily S&P 500 Bull 3x ETF
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SVXY
ProShares Short VIX Short-Term Futures ETF
Stocks
TECL
Direxion Daily Technology Bull 3x ETF
Stocks
TQQQ
ProShares UltraPro QQQ
Stocks
UPRO
ProShares UltraPro S&P 500
Stocks
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
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.

"Drawdown/Skim Bots (USDU, no UUP)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Drawdown/Skim Bots (USDU, no UUP)" is currently allocated toUPRO, USDU, XLF, SHY, SPXL, XLB, TECL, TQQQ, XLK, XLIandXLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Drawdown/Skim Bots (USDU, no UUP)" has returned 18.18%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Drawdown/Skim Bots (USDU, no UUP)" is 11.00%. 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 "Drawdown/Skim Bots (USDU, no UUP)", 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.