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Symphonies
Example Symphony Mix (No K-1)
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

A daily, rules-based mix that mostly rides US tech/Nasdaq with 3x ETFs when trends are calm and strong, and parks in T‑bills when markets look overheated or fearful. It sometimes uses Treasuries or buys sharp dips under strict safety checks.
NutHow it works
It’s a daily rules-based mix of small modules. Main funds: UPRO=3x S&P 500; TQQQ=3x Nasdaq 100; TECL=3x tech; SOXL=3x semis; TMF=3x long US Treasuries; TMV=−3x Treasuries; BIL=T‑bills (cash‑like). It checks: trend (moving averages), hot/cold readings (RSI: 0–100; <30=washed out, >80=overheated), “bumpiness” (volatility), and a fear gauge (VIXY). When calm and tech leads, it holds small slices of UPRO/TQQQ/TECL/SOXL. If fear spikes or prices look overheated, it moves to BIL. After sharp drops, it may buy small tech/Nasdaq dips; sometimes it leans into Treasuries.
CheckmarkValue prop
Out-of-sample return ~28% vs SPY ~23%, Calmar ~1.02, but drawdowns ~28% vs ~19%. A rules-based, tech-heavy strategy seeking higher upside in uptrends while parking in cash in risk-off regimes.

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Invest in this strategy
OOS Start Date
Nov 30, 2023
Trading Setting
Daily
Type
Stocks
Category
Leveraged etfs, tactical allocation, tech-heavy, trend + mean reversion, volatility filter, risk-on/risk-off, cash parking
Tickers in this symphonyThis symphony trades 29 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
BSV
Vanguard Short-Term Bond ETF
Stocks
ERX
Direxion Daily Energy Bull 2X ETF
Stocks
FAS
Direxion Daily Financial Bull 3x ETF
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
QQQE
Direxion Shares ETF Trust Direxion NASDAQ-100 Equal Weighted Index ETF
Stocks
SHY
iShares 1-3 Year Treasury Bond 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.

"Example Symphony Mix (No K-1)" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"Example Symphony Mix (No K-1)" is currently allocated toUPRO, TMFandBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "Example Symphony Mix (No K-1)" has returned 21.99%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "Example Symphony Mix (No K-1)" is 27.70%. 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 "Example Symphony Mix (No K-1)", 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.