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Symphonies
Feaver Frontrunner V5 WM 74 mod no VIX added VOX
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Daily, rules-based system that sits in T‑bills when markets look overheated, buys 3× equity ETFs on sharp dips, and shorts the Nasdaq in downtrends unless bonds flash strength. Concentrated in tech risk; uses BTAL for defense. High risk.
NutHow it works
Each day it checks a 0–100 “heat” gauge (RSI) on SPY (S&P 500), QQQ/Nasdaq and sector gauges. If very hot, it parks in T‑bills (BIL) or 75% BIL/25% BTAL (a market‑neutral anti‑beta ETF). If very cold, it buys 3× funds (TQQQ or UPRO) for a bounce. Otherwise, if the S&P is below its long‑term trend, it often shorts the Nasdaq (PSQ/SQQQ) unless bond strength hints at a rebound. Rebalances daily.
CheckmarkValue prop
Out-of-sample edge: ~48% annualized return vs ~18% for the S&P, Sharpe ~1.12 vs ~1.02, Calmar ~2.13. Strong risk-adjusted growth with drawdown ~23% (vs ~19%), aided by cash/bonds and Nasdaq shorting.

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Invest in this strategy
OOS Start Date
Oct 7, 2024
Trading Setting
Daily
Type
Stocks
Category
Tactical,momentum,rsi extremes,trend filter,leveraged etfs,inverse etfs,risk-on/risk-off,nasdaq-focused,daily rebalanced,cash parking,market-neutral overlay
Tickers in this symphonyThis symphony trades 14 assets in total
Ticker
Type
BIL
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
Stocks
BTAL
AGF U.S. Market Neutral Anti-Beta Fund
Stocks
IEF
iShares 7-10 Year Treasury Bond ETF
Stocks
IOO
iShares Global 100 ETF
Stocks
PSQ
ProShares Short QQQ
Stocks
QQQ
Invesco QQQ Trust, Series 1
Stocks
SPY
State Street SPDR S&P 500 ETF Trust
Stocks
SQQQ
ProShares UltraPro Short QQQ
Stocks
TLT
iShares 20+ Year Treasury Bond ETF
Stocks
TQQQ
ProShares UltraPro QQQ
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 toBIL. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, the symphony has returned 52.65%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for the symphony is 22.66%. 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.