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Symphonies
Enhanced Momentum: Simple ETF- Leverage -
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A quarterly switch. If broad bonds beat T‑Bills, rotate 50/50 into the two strongest ETFs (which can include 3x stock funds). Otherwise, move 100% into 7–10 year US Treasuries.
NutHow it works
Every quarter: compare 60‑day returns of BND (broad US bonds) vs BIL (T‑Bills). If BND > BIL, it’s risk‑on; else risk‑off. Risk‑on: buy the top two 90‑day performers from MDY (mid‑caps), QQQ (Nasdaq‑100), SHY (1–3Y Treas), UPRO (3x S&P 500), TQQQ (3x Nasdaq‑100), split 50/50. Risk‑off: put 100% in IEF (7–10Y US Treas).
CheckmarkValue prop
Out-of-sample: ~36% annual return vs S&P ~22.8%, Calmar ~1.88. A quarterly risk-on/off momentum approach targets leaders (incl. leveraged ETFs) and shifts to Treasuries to help limit drawdowns.

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Invest in this strategy
OOS Start Date
Jan 13, 2024
Trading Setting
Quarterly
Type
Stocks
Category
Momentum, risk-on/risk-off, tactical allocation, leveraged etfs, us stocks, treasuries
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

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 toTQQQandUPRO. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 36.27%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 19.28%. 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, crypto, and options.