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Symphonies
Enhanced Strategy with Leveraged Assets
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily rules-based plan: ride strength with 3x S&P/Tech/Nasdaq, buy some deep dips, use a 200‑day trend filter, and go defensive (cash/bonds or short Nasdaq) in weak markets. It compares Tech vs KMLM (a managed‑futures trend fund) to confirm leadership.
NutHow it works
RSI is a 0–100 “heat” gauge of recent gains vs losses. Daily: - If SPY is very hot, ride 3x ETFs (UPRO/TECL/TQQQ/FAS); else hold BIL/TLT. - If very cold, buy the dip in 3x S&P or 3x Nasdaq. - Else use trends: If SPY > 200‑day, own 3x Tech/Semis/Nasdaq only if Tech beats KMLM (a managed‑futures trend fund); otherwise BIL/TLT. If SPY ≤ 200‑day, lean defensive—often short Nasdaq (PSQ/SQQQ), unless bonds lead or QQQ is down a lot (then QLD/BTAL).
CheckmarkValue prop
Out-of-sample annualized return: 84.8% vs SPY 31.3%; Calmar 3.72 and Sharpe ~1.33 signal solid risk-adjusted upside. Tech/Nasdaq leverage captures big rallies, while cross-asset rules help protect on downsides—an aggressive, rule-based S&P 500 alternative.

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Invest in this strategy
OOS Start Date
Apr 1, 2025
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, momentum/rsi, trend-following, regime switching, long/short, tech-heavy, tactical etf allocation, risk-on/risk-off
Tickers in this symphonyThis symphony trades 21 assets in total
Ticker
Type
AGG
iShares Core U.S. Aggregate Bond ETF
Stocks
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BND
Vanguard Total Bond Market
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
FAS
Direxion Daily Financial Bull 3x Shares
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
KMLM
KraneShares Mount Lucas Managed Futures Index Strategy ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QLD
ProShares Ultra QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
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.

"Enhanced Strategy with Leveraged Assets" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Enhanced Strategy with Leveraged Assets" is currently allocated toTLTandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Enhanced Strategy with Leveraged Assets" has returned 94.24%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Enhanced Strategy with Leveraged Assets" is 22.80%. 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 "Enhanced Strategy with Leveraged Assets", 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.